The corresponding function of the max-min problem


(Liu Yuanfei) #1

Hi.I writting my optimization problem in cvx and running that but i had a error . My question is a max-min problem. I don’t know the corresponding function of the max-min problem in CVX. Please if it is possible help me.

3

cvx_begin

        variables sm_h(NUM_DUG,NUM_RB)  T_h(NUM_DUG,NUM_RB) 
        expressions term1
        objfunc=cvx(zeros(NUM_DUG,NUM_RB));
        obj2=cvx(zeros(NUM_DUG));
            t_ave=0;
            for i=1:NUM_DUG
                for j=1:NUM_RB               
                      objfunc(i,j)=BW*(-rel_entr(T_h(i,j),sm_h(i,j)*H_D_yong(i,j))/log(2));
                      obj2(i)=obj2(i)+objfunc(i,j);                          
                end          
            end   

        maximize minmize obj2
        subject to
              term1=0;
               for i=1:NUM_DUG
                for j=1:NUM_RB               
                      term1(i,j)=BW*(-rel_entr(T_h(i,j),sm_h(i,j)*H_D_yong(i,j))/log(2));
                end
               end   
             Size_VI/100000-term1<=0;
              
      T_h>=0;
      T_h<=1;
      sm_h>=0;
      sm_h<=Pt_Dm;

cvx_end

The error message is as follows:

Wrong using of maximize (line 14)
Error: It is not a MATLAB expression.

Error in cvx_cankao1_830 (line 42)
maximize minmize obj2%+penalty*s

Error in main_cankao1_830 (line 103)
cvx_cankao1_830;


(Erling D.Andersen) #2

Assume you want to do

max min f_i(x)

then you have to do

max s
st f_i(x) >= s

is my guess.


(Liu Yuanfei) #3

Thanks for your kind and helpful advises.