Hi, everybody,

Let x and y be N*1 vectors., e.g, N=30. Let a and b be any N*1 constant vectors which are larger than zero.

I am using cvx to opitimize the following problem:

maximize_{x,y} sum(log(1+a.* x.* b.* y./(a.* x+b.* y))

s.t. sum(x)<=10, sum(y)<=10; x>=0,y>=0.

Could anybody give some suggestions to solve this problem? Thanks.