Your problem reminds me of the following definition of CVX’s ownsum_largest(x,k)function; this is a convex function that computes the sum of the largestkelements ofx. A simple way to express this function in terms of an optimization model is $$\begin{array}{ll}\text{ma...
How can I express it in a DCP-compliant manner? normcdf(((sqrt(n(m))(1-p(m))-k(m)inv_pos(sqrt(n(m)))/sqrt(p(m)(1-p(m))), 0, 1) What’s wrong in the expression given above?I get the error that"Disciplined convex programming error: Cannot perform the operation: {real ...