Hello,
My optimization problem is here:
Find y ∈ R^m
minimising y. v^e
subject to M^Ty>=1 and y>=0
And my code is here but I could not write the second line(minimising y*v ^e):
cvx_begin
variable y
minimize(y * v’)
subject to
m’ * y >=1
y>=0
cvx_end
Bests,
Perhaps you’d care to tell us what v^e is? What are v and e? Why do you say y ∈ R^m but declare y as a scalar` variable? Please ensure after everything is defined, that the objective function evaluatea to a scalar.
v^e is a vector. Sorry, this is a bad name. It seems it has 2 different value e and v but actually it is “vector of emprical model” so it is a vector and M is a matrix
Write out the MATLAB code to assign values to all the input data to the CVX program. I still have no idea what problem you are trying to solve.