I hate to be the bearer of bad news but it’s not possible to add this to CVX. The computational architecture just doesn’t support it, and the solvers don’t either. A version of CVX that handles it would end up being an entirely new package.
I hate to be the bearer of bad news but it’s not possible to add this to CVX. The computational architecture just doesn’t support it, and the solvers don’t either. A version of CVX that handles it would end up being an entirely new package.