CVX xlog(1+y/x)

Uncategorized
Dec 27, 2019
K

Dear everyone,I have a concave problem which objective function cantains the form like x*log(1+y/x)。 x and y are variables.Inputting this form directly will cause an error. How can I solve this problem?

M

Reformulate as
-rel_entr(x,x+y)

V
Replying to #2

Dear Mark where to find all these commands like, -rel_entr(x,x+y) , as mentioned here. Where is the documentation for all these special commands.

K
Replying to #5

http://cvxr.com/cvx/doc/funcref.html#sets

E
Replying to #5

At

we show how to convert them to conic form. That might be useful to.