I have a fraction constraints:
cvx_begin
variable X(3,3) hermitian;
variable t(2);
q1 = trace(X*R1);
q2 = trace(X*R2);
j1 = trace(real(X*M1))+1;
j2 = trace(real(X*M2))+1;
maximize geo_mean(t,1,W)
subject to
%% this what i want to do: q1/j1 >= t(1) & q2/j2 >= t(2)
q1 >= t(1)*j1
q2 >= t(2)*j2
It seems that the two last two lines violate the no-product rule at the right-hand side
Where R1,R2,M1,M2, and W are constants.
How can i write this constraint in CVX?
The Error:
Error using cvx/times (line 262)
Disciplined convex programming error:
Invalid quadratic form(s): not a square.
Error in cvx/mtimes (line 36)
z = feval( oper, x, y );
Error in max_min_assump1_plus_WSRM_02 (line 319)
q1 >= t(1)*j1
Edited Part:
The original model was:
$$ maximize \sum W_i log (q_i/j_i) \quad , i =1,2 $$
$$ s.t \quad some \quad constraints $$
which could be transformed to:
$$ maximize \prod (q_i/j_i)^{W_i} \quad , i =1,2 $$
$$ s.t \quad some \quad constraints $$
Then it can be transformed according to one of Boyd papers (Qos and Fairness Constrained convex optimization of resource allocation) to:
$$ maximize \prod (t_i)^{W_i} \quad , i =1,2 $$
$$ s.t \quad some \quad constraints $$
$$ \quad q_i/j_i \ge t_i $$
my problem now is with this constraint