This constraint only has two variables: Sk,j[n] and qj[n].
I have no idea how to write the above convex constraint legally.
Thanks in advance
The first constraint can be handled by usinglog_sum_exp
in the first approach in section 5.2.7 Log-sum-inv of 5 Exponential cone optimization — MOSEK Modeling Cookbook 3.3.0, and making the adjustment for log2
instead of log
.
The second constraint appears to be affine. Therefore, can be entered in CVX “as is”.
I’m not clear what the third constraint is. I see “definitional” equality, so I don’t know what the actual constraint is. If that is an equality constraint, it would be non-convex due to the nonlinearity with respect to q_j[n].