I’m using CVX Version 3.0beta, Build 1177 (e17eb8f) in MATLAB and I need to solve problems involving the exponential cone. I wrote the following simple piece of code:
cvx_begin
variables x(3);
minimize 1
subject to
{x} exp_cone
cvx_end
But I get the error:
Undefined function or variable ‘exp_cone’.
Is exp_cone supported in the version of CVX I’m using?
I just wanted to verify that a certain (dual) formulation I came up with is correct. The dual exponential cone is supported by SCS, but in order to call SCS directly I would have to write my problem in a standard conic form - quite tedious a task.