Using a convex function that doesn't follow DCP

[Mark_L_Stone]

The last time this was considered, none of the then forum readers, which include some really good conic reformulators, knew how to formulate this in CVX.

Challenge: expressing log(log(1/(1 - e^x))) in cvx

The function log(exp(exp(x)) - 1) was already considered in this post, where (6e) is rewritten to (11) which is log-sum-exp + this function. Our conclusion in post #12 has unfortunately not changed, but we do try to keep track of the open questions.