Hi folks,

I am trying to solve the following problem with CVX:

However, my decision variables are just “wi” and “Ri” and others are fixed known parameters (in the image “Pi” is also a decision variable). I have proven that it is convex.

I used two functions “rel_entr” and “inv_pos” to model the first constraint. I got the error as follows:

Disciplined convex programming error:

Cannot perform the operation: {real affine} .* {convex}

I would appreciate it if you can help me figure out the problem.

Thank you