Computing derivative of a CVX expression

I declared a variable x(2,N) being N the horizon time. Then I got an expression using the following portion of code:

    variable x(2,N)
    expression rho_sum1 
    rho_sum1 = 0;
    x1_limit1_pert = 5;

    for i=1:N
            rho_sum1 = rho_sum1 + exp(-k1*(x(1,i) - x1_limit1_pert));

%%% More code ahead…

If I want to compute the derivative of rho_sum with respect to x(1,i), I use diff(rho_sum1,x(1,i)), however it shows up an error:
Incorrect number or types of inputs or outputs for function ‘diff’.

I appreciate the help on how to properly compute the derivatives in the CVX environment. Thank you !!

You need to compute derivatives outside of CVX, and provide them to CVX in a manner consistent with its rules. For instance, derivative w.r.t x of exp(k*x) would be provided as k*exp(k*x).

diff, which does (finite) differencing is not supported by CVX (i.e., for CVX variables or expressions). However, it is a linear operation, and can be implemented for a vector (CVX varaible) X of length n as X(2:end)-X(end-1);