I am trying to run the following program:
N = 100; x = [0:N]; m = 0.01; alph = 1/50; beta = 1; gamma = 3; rho = 0.5; kappa = 1 - exp(-x.*alph); cvx_begin variables p(N+1,1) maximize( m*(x*p) - (beta^rho)*((kappa*p)^(rho*gamma))*((kappa.^rho)*p) ) subject to sum(p) <= 1; p >= 0; cvx_end
However I get an error message “Disciplined convex programming error:
Invalid quadratic form(s): not a square.”
This program is concave in that the Hessian is negative semidefinite, but I suspect the way I have written it is what’s causing the error. Can anyone help me rewrite it in a solvable format please?