I have a convex optimization problem. When I use CVX toolbox to handle it, something is wrong. Specifically, the code is as follows:

a = 1;

b = 1;

cvx_begin

variable x;

variable y;

objective = x*exp((a*y + b) / x) + y^2;

minimize(objective)

subject to

x + y <= 1

cvx_end

The Hessian matrix of the objective is positive.

The error message is as follows:

Error using .*

Disciplined convex programming error:

Cannot perform the operation: {real affine} ./ {real affine}Error in ./ (line 19)

z = times( x, y, ‘./’ );Error in * (line 36)

z = feval( oper, x, y );Error in / (line 15)

z = mtimes( x, y, ‘rdivide’ );Error in cvx_effective (line 7)

objective = xexp((ay+b) / x) + y^2;

I know before using CVX toolbox, the objective must follow the DCP ruleset. But I don’t know how to construct the above objective in a recommended way.