The target function is ln, there's an error on this line


Just learning CVX, not sure what the problem is

you need to learn DCP ruleset in http://web.cvxr.com/cvx/doc/dcp.html to know why. Basically, CVX only accepts combinations of certain convex functions by certain rules. and read Why isn't CVX accepting my model? READ THIS FIRST!

I believe this is a convex optimization problem provided an and bn are both >= 0… I think a similar reformulation to that used by @Michal_Adamaszek at Can CVX solve this kind of function {x-log(1+0.01*x/(x+1))} should be possible. In particular, see my post Can CVX solve this kind of function {x-log(1+0.01*x/(x+1))} .

Thank you very much. I’ll study it right away.

Thank you very much. I’ll study it right away!

Thank you very much. I just solved the problem!