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?
Does cvx solve nonlinear convex problems?
Log(1+1/x) convex function of x. How to implement in CVX fitting DCP rule?
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
Xlog( 1+ Y/(X+Y) ): DCP rules, and build-in functions in cvx
Perspective of log det function, and CVX formulations of related log det problems using Quantum Relative Entropy from CVXQUAD