I am interested in writing $$ \log \left(\exp(-\sqrt x)+ \left(1 + \frac{y}{z} \right)^{y} \right) \leq -\exp(-z), \qquad x\geq0,y\geq0,z>0 $$ in the Disciplined Convex Programming (DCP) form. I don't know how to convert this expression to a DCP form. I am learning Convex Optimization by self-study. I use CVXPY to implement expressions.
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I think I get the solution. It could be written as
log_sum_exp(-sqrt(x), kl_div(y + z, z) + kl_div(z, y + z)) <= -exp(-z)
where log_sum_exp(x_1, x_2) means $\log \left( \exp(x_1) + \exp(x_2) \right)$, which is convex and kl_div(x,y) means $x\log \left(\frac{x}{y}\right) - x + y$, which is also convex. By simple calculation, we have kl_div(y + z, z) + kl_div(z, y + z)$=y\log(1+\frac{y}{z})$. Put these back to the original function, we get the answer.
Rodrigo de Azevedo
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JackBoooooom
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