How to solve optimization problem when objective function has no closed form?

My objective function is to maximize the Mutual Information (MI), subject to interference introduced to the licensed user is less than Interference threshold. As MI is concave and it has no closed form,is there any way to solve it via CVX software? Your response to address this will be highly appreciated.

If it cannot be expressed in terms of the functions offered here, then CVX is not going to work for you, I suspect. You could perhaps try approximation via convex polynomials…