Dear all,
Does CVX has any limitation to the dimension of the variables? I met troubles and try to find the answer. But I can't find the answer about the result displayed in the command window. If possible, please help me pointing out my problem. Thanks all.
My codes for CVX are as follows, and it’s a small part of my codes. Note that n=500 and ss=8.
function [resu]=Source_ELW(EEs)
[n,ss]=size(EEs);
cvx_begin;
variable prob(n);
sum(prob’*EEs)==0;
prob==simplex(n);
maxmize(geo_mean(prob));
cvx_end
resu=prob;
end
I DON’T understand the error “Source_Liu_ELW (line 9)
maxmize(geo_mean(prob));”.
Actually, i think it’s definitely right and adheres to the rules of CVX. So can anyone help me out? I’ll be grateful to your reply.