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How to express the convex hull problem

Uncategorized
Nov 22, 2023
N
nyregals
Nov 22, 2023 #1

Question: Suppose g and h are convex functions, bounded below, with dom g = dom h = R^n. The convex hull function of g and h is defined as

f(x) = inf {θg(y) + (1 − θ)h(z) | θy + (1 − θ)z = x, 0 ≤ θ ≤ 1},

where the infimum is over θ, y, z. How to express this in terms of CVX functions?

M
Mark L. Stone
Nov 22, 2023 #2

Read New functions via partially specified problems¶

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