Dear respected members,

I am new to convex optimization, took a graduate course in optimization so I formulated some research related problems and am testing them out. So far they are working well, but I want to build on it by adding few more constraints.

I have a new constraint which is of the form (given x and y are positive):

rel_entr(x,x+y) <= (positive real constant) which is really the same as:

xlog(1+(y/x)) - (positive real constant)<=0

This is not valid for CVX as it is a concave expression on the left. Is there a way to manipulate it to be accepted by CVX? This constraint wonâ€™t make or break the overall problem but it would be very helpful to know how to manipulate it if it all possible.

Thank you very much.

Abdul