Help!How to express this problem

1 2 problem

This is my code.

cvx_begin gp
variable t_D(1,5) nonnegative;variable t_U(1,5) nonnegative; variable miu(1,5);
expression r_U(1,5);
for i=1:5
subject to
for i=1:5

but it has a error

how to solve this?

Expressions of the form
can be entered into CVX as
presuming that x is a variable, or affine (linear) function of a variable, and `Y`` is concave (which includes a variable or linear (affine) function of a variable as special cases).

The superscripts D are apparently indices, not exponents. Therefore, this reformulation should work on your problem.

help rel_entr

rel_entr Scalar relative entropy.
rel_entr(X,Y) returns an array of the same size as X+Y with the
relative entropy function applied to each element:
{ X.*LOG(X./Y) if X > 0 & Y > 0,
rel_entr(X,Y) = { 0 if X == 0 & Y >= 0,
{ +Inf otherwise.
X and Y must either be the same size, or one must be a scalar. If X and
Y are vectors, then SUM(rel_entr(X,Y)) returns their relative entropy.
If they are PDFs (that is, if X>=0, Y>=0, SUM(X)==1, SUM(Y)==1) then
this is equal to their Kullback-Liebler divergence SUM(KL_DIV(X,Y)).
-SUM(rel_entr(X,1)) returns the entropy of X.

Disciplined convex programming information:
    rel_entr(X,Y) is convex in both X and Y, nonmonotonic in X, and
    nonincreasing in Y. Thus when used in CVX expressions, X must be
    real and affine and Y must be concave. The use of rel_entr(X,Y) in
    an objective or constraint will effectively constrain both X and Y 
    to be nonnegative, hence there is no need to add additional
    constraints X >= 0 or Y >= 0 to enforce this.

T~_{GY`{)Z(A%UC5J)Q)1HM Thanks! I have successfully solved this problem through this method. But there is another problem.

If you have Mosek 9.x available, i recommend you use that (latest version of Mosek 9.2.x) as solver. If not, install CVXQUAD’s exponential.m replacement, and follow the instructions at CVXQUAD: How to use CVXQUAD's Pade Approximant instead of CVX's unreliable Successive Approximation for GP mode, log, exp, entr, rel_entr, kl_div, log_det, det_rootn, exponential cone. CVXQUAD's Quantum (Matrix) Entropy & Matrix Log related functions .

After doing that, if the result is still infeasible, follow the guidance at , all of which also applies to CVX, excpet for section 1.