This is my target function:
I am a student who is new to optimization. I hope someone can put forward their valuable suggestions and ideas.
This is my target function:
I have no idea what you’re doing. But you can start by carefully reading
and
I think you need something like:
set initial value at which to linearize
for …
cvx_begin
…
cvx_end
update value at which to linearize with optimal variable value from just concluded iteration
end
Thank you very much for your advice. I’ll have a try.