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


(Flying Fish Peng) #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!


Optimizing xlog(1+y/x)
(Mark L. Stone) #2

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


(Flying Fish Peng) #3

Thanks very much!:grinning: