K=3;
\lambda=[.01\hspace{3mm} .05 \hspace{3mm} .3];
\delta_k=\frac{4}{5}2^{-\frac{b_k}{5}};
I_k=\lambda_k\delta_k;
My optimization problem is
\min_{b_k}\hspace{3mm}\max_{k\in\{1,2,\cdots,K\}}I_k
How to express the objective function in CVX?
I wrote it in CVX as:
cvx_solver sedumi
cvx_begin
variable b(1,K)
minimize(max(lambda.*((4)/5)*2.^(-b/(5))))
cvx_end
I get the following error
Error using * (line 41)
Inner matrix dimensions must agree.
Error in Main_Program (line 28)
minimize(max(lambda.*((4)/5)*2.^(-b/(5))))