Inclusion of log(norm) of a convex function

Uncategorized
May 13, 2021
A

I have two expressions a and b that are proven convex (and deemed so by the CVX program). The two are nonnegative and I’m under the impression that the square of a convex nonnegative function is also convex and so I’m not sure why this won’t work. However, trying -rel_entr(1,norm([a b])) is spitting out a “Cannot perform the operation norm( {convex}, 2 )” error. Is this because the assumption of nonnegativity isn’t included in the CVX program, how do I add this?

M

log(norm(x)) is not convex.

Study https://web.stanford.edu/~boyd/cvxbook/ .

A
Replying to #2

Absolutely correct, I’m an idiot. Sorry about that Mark.