I have a function which is exprssed as f = xlog( 1+ y/(x+y) ). I have verified that function f is jointly concave over x and y, but this form is not accepted by CVX. How can I tconvert into a built-in function of CVX?
I have tried to use the -rel_entr( , ) in cvx, but I did not succeed.
Who can provide me any suggestions or hints?
Your help would be highly appreciated.
We have : xlog( 1+ y/(x+y) ) = xlog( 1+ z/(1+z) ) for z=y/x. and
-rel_entr( x, x+y)= xlog( 1+y/x )
What else can we do?