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Optimizing xlog(1+y/x)

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Oct 19, 2017

S

Sun Mao

Oct 19, 2017 #1

how to import xlog(1+y/x) in CVX

M

Mark L. Stone

Oct 19, 2017 #2

-rel_entr(x,x+y)

Problem to express x*log(1+c/x)

Hello guys, I met a problem while using cvx. My objective function is f(x) = x*log(1+c/x),x>0, where c is a constant. The function is convex, but I don’t know how to express which in cvx. Can you help me? Thanks!

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