How can I solve this optimization problem by cvx

Uncategorized
Mar 26, 2022
R

E

Please show us your proof that this is a convex optimization problem.

R
Replying to #2

J
Replying to #3

Use log_sum_exp(). Check

R
Replying to #4

Thank you. But do you know how to deal with V_n, Because V_n is also included by log

J
Replying to #5

Define a new variable A, then add a constraint A==log(V_n), so V_n=exp(log(V_n))=exp(A).

M

To clarify, A=log(V_n) is a MATLAB assignment, and would not be a CVX equality constraint A==log(V_n), because V_n is a constant.

R
Replying to #7

V_n is just a constant, have no relationship with n, I wrote has some problems.