I am new to CVX, I have read the documentation and formulated my problem but I would like to make sure that my formulation is correct so I have the following question:
I have a vector variable F(n) and my objective is to find: Minimize (Max( 1/F(1), 1/F(2), …, 1/F(n)) ). I used the following syntax to express this:
is this the right way to do it?
Thanks in advance,