Skj,Ikj and Rkj are both square matrices of the same dimension.

On the right is the variable, on the left is the log concave function, which also contains the multiplication of variables.

I donâ€™t even know which constraint is 15e, because there are more constraints than numbered â€śequationsâ€ť.

You need to clarify the notation. I donâ€™t know whether S_{kk} and I_{kk} are both variables. Are they special cases of S_{kj} and I_{kj} when j = k? If so, how could both log constraints possibly be convex I donâ€™t see how the 1st constraint can be convex.

1 Like

Thank you for your reply.

The constraint 15e is the fourth constraint,which contains Skk and Ikk.

Skk and Rkk are special cases of Sjk and Ijk,when j = k.

The first constraint is transformed.

Rjk <= Rjklow

Thank you very much.