Juan
1
How do I express the objective function given in the form below

maximize {x_1^{p_1}}{x_2^{p_2}}....{x_T^{p_T}}

It is in the form of geometric programming. There I use CVX in GP mode.

For example,

cvx_begin gp

variables x(T), p(T)

maximize (?)

subject to

cvx_end

mcg
(Michael C. Grant)
2
You cannot. The exponents must be constants in order for this to be a valid geometric program.

Juan
3
I am really sorry! Actually the p values are constants indeed.

Now, how to express it in CVX GP?