I’ve been reading cvx userguide. Unfortunately, I’m unable to solve my current problem.
Is there any way to express the following convex problem such that it can be solved using cvx?
x(2)(log(1+5x(1)/x(2)) - log(1+3*x(1)/x(2))) subject to x(1)+x(2) <= 1, 0 <= x(1), x(2) <= 1.
the objective function is concave (i.e…, it is the perspective function of the concave function log(1+5x(1)) - log(1+3x(1))).
Thanks very much.