How to rewrite this constraint function subject to DCP rules?

Uncategorized
Sep 29, 2016
L

Hi there,

I’m trying to solve the following optimization problem:

where and are both n-by-1 vectors, I wrote in matlab the following:

cvx_begin

    variable X(2*n,1) nonnegative
    minimize [ones(1,n), zeros(1,n)] * X;
    subject to
        log(1 + c * pow_p([eye(n),zeros(n)]*X,-2)) + log(1+power(1/4,[zeros(n),eye(n)]*X)) <= d;
        [zeros(1,n),ones(1,n)] * X <= R;

cvx_end

I’ve managed to write and according to DCP rules using and respectively, but there’s still the problem of log{ (convex) } of the first term in the first constraint function. But is indeed convex.

So my question is how to rewrite the first constraint function that obeys the DCP rules?

Thank you.

M

Unfortunately, I doubt it is possible. CVX will likely not be able to solve this problem. I will take it at your word that this function is convex, nevertheless, CVX does not attempt to support every convex problem, as discussed in the FAQ.