syms x1 H x2
f = Hx2x1;
f2=vpa(taylor(f,[x1,H,x2],[0.45,30,0.45],‘order’,2));
cvx_begin
cvx_solver Mosek
variables x1 y1 y2 H x2
maximize H
subject to
0<x1<0.98
0<x2<0.98
0.9<x1+x2<1
y1< 8
y2< 8
-rel_entr(x1,x1+16y1)-rel_entr(x2,x2+3y2)-f2>0
cvx_end
syms
variables are not supported by CVX.
Either convert the symbolic results manually, or come up with some automated way of doing the conversion. See How to convert Matlab symbolic variables to cvx variables