I’m new to Julia and reviewing the convex package.
I provided the objective function of max(100a + 150b), constrained to b <= 99 and 372a^2 + 55b^2 <= 628. This is the simplified formulation of my actual objective function. Though the function and constraints are DCP, I was expecting it to flag a warning since it is not concave/convex, but no warnings were thrown. Am I misinterpreting something about the package and it’s overall problem DCP definition?
Looks DCP to me. The objective is affine (which can take the role of either convex/concave depending on what is needed) and the constraint is convex. If you were trying to maximize a convex expression in the objective, this would not be DCP anymore, but since
max(affine) = min(-affine) => min(affine), it’s fine.