How does the subtraction of two log functions conform to the DCP rule?

Nonconvex
Jan 2, 2021
Y

hello,I have a problem about object function.it’s like log(1+A/B), it’s a convex function.And I want to translate it to Log(A+B)-Log(B).
But this is convex-convex,it doesn’t fit DCP rules.How should i solve it? Thank you !

M

Show us exactly the function you claim to be convex. log(1+A/B)is not convex (or concave) if A and B are both optimization variables.

Y
Replying to #2

Thank you! I have read it. My function is f(x, y) = log(1+A/(H^2 + (x-x0).^2 + (y-y0).^2 + B)).All of them are constants except for x and y. Optimization variables only are x and y.

M

You have read it? Then where’s your convexity proof?

Let A = 1, H = x0 = y0 = B = 0. That results in the simplified function log(1+1/(x^2+y^2)). Its Hessian evaluated at x = y = 1 has one negative eigenvalue and one positive eigenvalue. Therefore, the function is neither convex nor concave, and can’t be used in CVX.

Y
Replying to #4

Thank you! In your example this function is really not convex.I’ll check my problem again.Thank you for your answer. Best wishes to you.

F
Replying to #3

the expression just like the SNR, right?When you mention the form as log-log ,It reminds me of causal constraints,if you want to deal with the expression as f(x,y),you should use SCA(successive convex approximate) to turn it into a reasonable form,if you want to deal with log-log,This is clearly an illegal form,maybe you should use slack variable。

Y
Replying to #6

yes, you’re right.In fact, I had used SCA and slack variable.I set slack variable S = (x-x0).^2 + (y-y0).^2.
so this function can translate into a convex function respect to S.Thanks for your answer.