I’m trying to solve the following algorithm:
cvx_begin gp variables x(6) minimize(x(1)+x(2)) subject to x(1)>=0;x(2) >= 0; 0.5*x'*H*x+f*x-c <=0; x(3)^2 - x(5) == 0; x(6)-x(3)*x(4) == 0; cvx_end
but I get the error ‘inner matrix dimensions must agree’. However H is a 6x6 matrix.The rows in H corresponds with that in f and in c. I think it has to do with the fact that x is a log-affine expression.
I’m trying to calculate the minimum som of two variables, whereby these variables are solutions for the equation: 0.5x’Hx+fx-c <=0. However I haven’t manage to resolve this problem myself.
Does anyone know a solution for solving matrices in cvx in geometric mode?