0
$\begingroup$

Hello,

I have an unconstrained optimization in which I need to minimize a sum of convex functions and maximize a concave function together. I combined both the problem by adding a minus sign to the concave function. The CVX toolbox is giving the following error:

message: 'Disciplined convex programming error: Illegal operation: {convex} + {concave}'

What is the traditional way to do this?

Thank you.

-- Santhosh

Improve this question
$\endgroup$
2
  • 2
    $\begingroup$ as this is a question about particular software, it would probably be best to contact the authors directly, unless this is covered in some manual already. $\endgroup$
    – Suvrit
    Commented Jul 17, 2011 at 23:00
  • $\begingroup$ It appears that you think you've got {convex} - {concave}, but CVX thinks you've got {convex} + {concave}. I'd carefully check what you're doing and if it still seems write to you, then contact the authors of CVX. $\endgroup$
    – Brian Borchers
    Commented Jul 18, 2011 at 1:58

0

Reset to default

You must log in to answer this question.

Browse other questions tagged .