How to write the following function f(x,y) in CVX form

Uncategorized
May 14, 2024
S

M

Can you show us the convexity proof? Perhaps (or perhaps not) that offers some insight as to how to formulate it for CVX.

it does appear to be convex, although I haven’t proven it. It would be neither convex nor concave if y rather than 1/y were multiplying the log term; and I don’t have intuition as to why 1/y would make it convex.

M

Was discussed in the past. Convex and “looks conic”, but actually without a known conic representation.

S
Replying to #2


It is the proof

S
Replying to #4

M

That is a non-constructive proof. So as per @Michal_Adamaszek 's post, you are out of luck unless someone comes up with something which they have not succeeded at in the past.