It’s possible that the rel_entr
function can help you here, but the sum definitely complicates things. I am not convinced this is convex, and even if it is, I don’t see how CVX can handle this.
It’s possible that the rel_entr
function can help you here, but the sum definitely complicates things. I am not convinced this is convex, and even if it is, I don’t see how CVX can handle this.