After Taylor approximation, the optimization function needs to optimize the variables each iteration

This is my target function:

How do I write it in language CVX?
I am a student who is new to optimization. I hope someone can put forward their valuable suggestions and ideas.

I have no idea what you’re doing. But you can start by carefully reading


The first objective function is in concave-minus-concave form.

So each Pka is different.

I think you need something like:

set initial value at which to linearize
for …

update value at which to linearize with optimal variable value from just concluded iteration

Thank you very much for your advice. I’ll have a try.