If the objective function contains a integratio which can not be expressed with closed form, how can i use cvx to solve the problem? For example, my objective function is mutual information but the entropy of output which is “H(Y)” can not be represented with closed-form since the PDF of channel is complex.
CVX is not the right tool for that problem.
Thank you very much for reply. But do you have some idea or tool about how to solve this kind of problem?