I need to maximize the function
maximize (x_1^{a_1}*x_2^{a_2}*...*x_N^{a_N})
s.t 1/2((x_n-1)/y_n+y_nz_n^2)<=hg
h, y and z are given.
My matlab code is
cvx_solver sedumi
cvx_begin
variables x(N), g(4,1)
maximize (?)
subject to
???
cvx_end
I’m sorry but it simply does not work for you to use this forum to obtain a basic tutorial for CVX. In fact, it seems that you may be unfamiliar with MATLAB as well, and we cannot offer support for that. Please read the users’ guide, please browse the example library.