Hi,
I have a problem of the form
min \sum_i x_i/ y_i
st.
A * [x;y] \ge 0
where x,y are 1-d positive variables.
This problem is convex but i dont know how to write a cvx problem for it. Any ideas?
ps
for a single element in the sum you define
f(t) =min_{x,y} x-ty
and if you find t^, such that
f(t^) =0
you can get the optimal solution.
and value of t^* can be found with a binary search…