I have a 100 one dimensional minimizations that are performed fast by fminsearch and would like to use these in defining a cvx objective. When I do this I get the error of conversion to double in cvx not possible from the call to fminsearch. Is there a way around this.
“This is because you’ve tried to use a function that is not on CVX’s list of supported functions. If you cannot express your model in terms of these functions, CVX cannot handle it. It is not straightforward to add new functions to CVX, due to the unique way that it operates; more on this below.”