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Constraints Do Not Follow DCP Rules In CVXPY

I want to solve this problem using CVXPY but I don't know why I get the following error message: DCPError: Problem does not follow DCP rules. I guess my constraints are not DCP.

Solution 1:

Your utility function:

cvx.log(h_k_1) + cvx.log(h_k_2)

is not convex.

These rules might be able to tell you what you can sub in your solution.


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