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CVX log expression

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Apr 11, 2022

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Dina Mohamed

Apr 11, 2022 #1

what is a cvx log-convex expression (Scalar) ?

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Mark L. Stone

Apr 11, 2022 #2

Log of sigmoid function

It might be a bit surprising to CVX power users that log(1/(1+exp(-z))) is accepted by CVX. After all, it does not seem to obey the disciplined convex programming ruleset! But in fact, in order to support geometric programming, CVX has a lesser known set of rules governing log convexity as well. The definition of log convexity is this: if a function is positive and its logarithm is convex, then it is log-convex. There are equivalent definitions of log-affine and log-concave functions as well. W…

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Dina Mohamed

Apr 14, 2022 #3

thank youu very much

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