The model I want to solve contains a special convex constraint, e.g.
y*exp(x/y)<=lambda
where x and y are variables, lambda is a given parameter.
Thanks.
The model I want to solve contains a special convex constraint, e.g.
y*exp(x/y)<=lambda
where x and y are variables, lambda is a given parameter.
Thanks.
See mcg’s first answer at Solve optimization problems of exp function .