Hi! Everyone! log(1+ sum ( 1./x ) ) is convex with respect to x. x is multiple-dimensional. How to express this convex funtion in CVX ? Thank you for your time and energy!!!
Use the first approach in section 5.2.7 Log-sum-inv of https://docs.mosek.com/modeling-cookbook/expo.html#exponential-cone 4 by using CVX’s
log_sum_exp for the ti >= … constraint, and also include the xi >= … constraint in that link as written. Prepend your
x with a new first element of
1 to handle the `1+``