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+``
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