I met a problem while using cvx. My objective function is f(x,y) = x*log(1+x/y),x>0,y>0. The function is convex, but I don’t know how to express which in cvx. Can you help me?
x*log(1+x/y) is convex for x > 0, y > 0.
I don’t see how to get it into CVX. Perhaps someone else knows how, although I don’t know whether it can be done.
As has been posted on this forum, the “similar” looking
x*log(1+y/x) can be expressed as
-rel_entr(x,x+y), and is concave for x > 0, y > 0. But I don’t see how to use rel_entr for
Thanks alot I appreciate that.
@Michal_Adamaszek Nice solution. Nice cancellation of terms. Thanks.
I have a function that is z=0.005*abs(y)exp(14.4abs(y)/x) and x>100,-3<=y<=3.And I do not know how to express it in cvx.
Could you help me?
Do not reply to an old question with a new question.
I am sorry,Erling.
But I seem not to ask the question.And I do need to ask to help for this question.
I thought you were asking for help:
z=0.005*abs(y) exp(14.4 abs(y)/x) and x>100,-3<=y<=3.
And this function is convex(I have proved).But I do not how to express it so that cvx can accept it.
I am sorry.I omitted a word ‘before’ in my last reply.I mean, I haven’t asked such a question before.