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 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.
cvx_solver sedumi
cvx_begin
variables x(N), g(4,1)
maximize (?)
subject to
???
cvx_end