kwssh
(Kwssh)
February 19, 2024, 5:36am
1
My objective function is

z_r and z_c is optimize variable

The Hessian matrix of objective function is

Determinant is

and (1,1), (2,2) elements of Hessian matrix is non-positive in my feasible region

but I don’t know how to express this in CVX
I got “Disciplined convex programming error:
Cannot perform the operation: {real affine} ./ {real affine}”

I’d appreciate your help

If the determinant is negative, the expression is neither convex nor concave.

kwssh
(Kwssh)
February 19, 2024, 1:41pm
3
I know that the function is concave if the Hessian matrix of the function is less than or equal to 0, and the elements (1,1) and (2,2) are less than or equal to 0, isn’t it?

Determinant is the product of the eigenvalues. if it is negative, one of the eigenvalues is positive.