x_k and B_k are the varaibles, 0=<x_k<=1, 0<B_k<1000. A,C,E,T_D are the constants >0. I try it in cvx, it returns :
Disciplined convex programming error:
Cannot perform the operation: {real affine} .* {convex}
How can I solve it?
No., That is non-convex. If x_k
were fixed (and nonnegative) rather than being a variable, and A >= 0, E >= 0
, it would be a convex constraint and could be reformulated for CVX using inv_pos
and rel_entr
as shown in my answer to your previous question at How to represent this expression in CVX - #4 by Mark_L_Stone .