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?