Hello
encountered an error in solving a problem
"Error using cvx / prod (line 84)
Disciplined convex programming error: Invalid computation: prod ({convex}) "
The problem is more clearly in the picture
Please advise
Even if the objective function is convex as claimed, you can not directly enter it into CVX in a straightforward manner, as that would violate CVX’s DCP rules Why isn’t CVX accepting my model? READ THIS FIRST! .
If this can be entered into CVX, which I don’t see how to do, but perhaps someone else does, you will have to use a “clever” reformulation. That would be easy to do, using the exponential cone construct, if there were only one multiplicative term in the product, i.e., J_i = m, but not obvious to me when J_i > m.