If the objective function contains a integratio which can not be expressed with closed form, how can i use cvx to solve the problem? For example, my objective function is mutual information but the entropy of output which is “H(Y)” can not be represented with closed-form since the PDF of channel is complex.
Optimization problem with integration
Thank you very much for reply. But do you have some idea or tool about how to solve this kind of problem?
I don’t know the details of your problem, so I can’t say. But not CVX.
Perhaps post on https://or.stackexchange.com/ or https://scicomp.stackexchange.com/ , When you do so, provide as many details as you can on the problem formulation. otherwise no one will be able to help you.