1
I have a log-sum-exp expression which I have to minimize as following:
$f_\mu(x) = \frac{1}{\mu}log(\sum \exp (\mu(a_j^Tx - b_j))$
where $x \in R^n$, other constants are randomly chosen, and $\mu > 0$ is a given input parameter.
The minimization method to employ is the "Analytic center cutting pl...
