Disciplined convex programming error: Illegal operation: {convex} - {convex} 出错 - (第 21 行) z = plus( x, y, true, cheat );

2

rel_entr(t1+1,t1)+rel_entr(t1,t1+1))-1*inv_pos(1+t1) violates CVX’s rules, because it is convex.

For t >= 0, that is log(1+1/t1)-1/(1+t1), which is convex. So you will need some reformulation to get it accepted by CVX, if it can be done.