How to write the f(x)=log(1+1/x) with x>0 in cvx form

1

How to write the f(x)=log(1+1/x) with x>0 in cvx form

2

You can see the answer at

https://docs.mosek.com/cheatsheets/conic.pdf

I can recommend checking

MOSEK Modeling Cookbook — MOSEK Modeling Cookbook 3.3.0

3

Sorry, may be you can tell me directly. For exapmple, xlog(x/y) can be written as real_entr(x,y)

4
  • I do not know the answer to your question.
  • I know what I suggest is possible to do in cvx, so maybe reading the documentation can help you.
  • I know this case has been discussed before so maybe if you search in previous answers you will find a solution.
  • Maybe somebody else knows the answer and will post it.
5

log(1 + 1/x) = rel_entr(x,x+1) + rel_entr(x+1,x)
is one of the reformulations which works in CVX.

6

Thanks a lot for your reply