I need to express in CVX the function ((1/x) -(1/y))^(-1) which is convex in x and y, for y > x > 0.
However, after trying many methods, CVX still failed to recognize it.
Is there any possible way?
How to express this convex function in CVX?
Section 3.2.7 “Harmonic mean” of Mosek Modeling Cookbook https://docs.mosek.com/modeling-cookbook/cqo.html#conic-quadratic-modeling . You’ve got a factor of n = 2 to adjust vs.that.
Do you mean represent it as the tranformation of harmonic mean?
If so, this does no match my case.
The function ((1/x) -(1/y))^(-1) is actually convex for y > x > 0, while the harmonic mean is concave.
I’m afraid your suggestion may not work.
Your expression equals \frac{x^2}{y-x} +x with positive denominator so quad-over-lin does the job.