Constraint：a*log(1+1/b)>k

Nonconvex
Mar 16, 2023
A
#1

a,b are all positive variables，can this constraint be expressed in CVX？

M
#2

Unlike your previous constraint at Constraint：a*log(1+b/a)>c

if a and b are separate variables, the LHS is neither concave nor convex. Therefore the constraint s non-convex.

1 reply
A
#4
Replying to #2

my idea is convert this expression to :
a*log(1+c/a)>k,c=a/b ,
then use rel_entr

M
#5

That is an attempt at convex alchemy. c = a/b is not convex.

If that is the constraint you need, then use a tool such as YALMIP which can accept and attempt to solve non-convex problems