Hi everyone,

I have a function which is exprssed as f = xlog( 1+ y/(x+y) ). I have verified that function f is jointly concave over x and y, but this form is not accepted by CVX. How can I tconvert into a built-in function of CVX?

I have tried to use the -rel_entr( , ) in cvx, but I did not succeed.

Who can provide me any suggestions or hints?

Your help would be highly appreciated.

edit:

We have : xlog( 1+ y/(x+y) ) = xlog( 1+ z/(1+z) ) for z=y/x. and

-rel_entr( x, x+y)= xlog( 1+y/x )

What else can we do?