Why isn't cvx accepting $log(x^t*A*x)$, where A is positive definite?


#1

I want to maximize log(x^t*A*x)-b^t*x , this is a concave problem. Why cvx refused and shown: " Invalid operation: log( {positive convex} )"


(Mark L. Stone) #2

Please read the FAQ Why isn't CVX accepting my model? READ THIS FIRST!.

help cvx/log

Disciplined convex programming information:
    log(X) is concave and nondecreasing in X. When used in CVX
    expressions, X must be concave.

#3

Thank you for your reply, I know where my problem is.