Hi, I want to convexify this function f(x,y)=log((x+a)/b)+log((y+a)/b) in CVX. Is there any idea on how this can be done? The constraints are like log(1+(x/a))>=c, log(1+(y/a))>=d. Here, a, b, c, d are constants. I appreciate any feedback you can share.
Convexify Logarithmic Function
Those are already convex constraints (of the form {concave} >= constant). So they should be enterable “as is” into CVX.
Thank you for your reply. What about the objective function f(x,y)=log((x+a)/b)+log((y+a)/b)?
Presuming b is a constant, that is concave, so it can be maximized in CVX. If you want to minimize it, CVX is the wrong tool (you could try YALMIP).