I want to ask if the expression is convex?

Uncategorized
Apr 4, 2020
F

function
I have a divergence with others in this problem.Thanks for help

M

\log(1+e^x) is a convex function. Therefore, if your objective would be min instead of max, it could appear in a convex problem. https://docs.mosek.com/modeling-cookbook/expo.html#softplus-function

F
Replying to #2

so this optimized funciton is concave,right?

M
Replying to #3

The function is convex. Just writing max in front of it does not suddenly make it concave.

If you want your convex optimization problem to have an objective starting with “max” then the function in the objective should be concave.

F
Replying to #4

OK,thank for your help!