I have a problem:
min : y/x * (exp(x) + C)
s.t. sum(y) <= A
sum(x) <= B
where C is a constant. x and y are variables of length N.
By replacing z = y/x, the original problem can changed be an exponential cone.z * (exp(y/z) + C),
{y,z,ZZ} = expnential{1};
min ZZ + z * C
but the constraints are not affine which will break the DCP rule set.
Any hint on how to reformulate the problem?