Given $0 < w \leq 1$, I would like to use the function: $$ -\ln(1 - w \sigma(t)), $$ where $\sigma(t) = 1 / (1 + \exp(-t))$ is the sigmoid function, in my objective. It's a bit tedious, but this function is convex. But I was not able to find any DCP representation of this function so that I can incorporate it into CVXPY. Note, that when $w = 1$ this is the loss function of a negative event in logistic regression, so the case of $w = 1$ is easy.

Update My bad.. it is not convex, as pointed out in one of the answers.


1 Answer 1


It doesn't look particularly convex: https://www.desmos.com/calculator/v17plvovb8.

enter image description here

  • 1
    $\begingroup$ My bad... indeed it is not. Going to look for the mistake. $\endgroup$ Commented Jun 17 at 13:23

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service and acknowledge you have read our privacy policy.

Not the answer you're looking for? Browse other questions tagged or ask your own question.