Hi guys,

I met a problem while using cvx. My objective function is f(x,y) = x*log(1+x/y),x>0,y>0. The function is convex, but I don’t know how to express which in cvx. Can you help me?

Thanks

# Writing x*log(1+x/y)

**ramin_hhh**(John) #1

Does cvx solve nonlinear convex problems?

**Mark_L_Stone**(Mark L. Stone) #2

I believe `x*log(1+x/y)`

is convex for x > 0, y > 0.

I don’t see how to get it into CVX. Perhaps someone else knows how, although I don’t know whether it can be done.

As has been posted on this forum, the “similar” looking `x*log(1+y/x)`

can be expressed as `-rel_entr(x,x+y)`

, and is concave for x > 0, y > 0. But I don’t see how to use rel_entr for `x*log(1+x/y)`

**Mark_L_Stone**(Mark L. Stone) #5

@Michal_Adamaszek Nice solution. Nice cancellation of terms. Thanks.