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Problem to express x*log(1+c/x)

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May 24, 2017
F
Flying Fish Peng
May 24, 2017 #1

Hello guys, I met a problem while using cvx.
My objective function is f(x) = x*log(1+c/x),x>0, where c is a constant. The function is convex, but I don’t know how to express which in cvx.
Can you help me? Thanks!

M
Mark L. Stone
May 24, 2017 #2

-rel_entr(x,x+c) . See Writing a constraint in DCP complient format .

1 reply
F
Flying Fish Peng
May 24, 2017 #3
Replying to #2

Thanks very much!:grinning:

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