How to write a perspective of log function in cvxpy?
I have figured it out. We can use kl_div() in cvxpy to transform, i.e., -kl_div(x, x+y) + y.
In cvxpy, I want to express a perspective of log function, which has the form: x*log(1 + y/x). This can be easily implemented in cvx by using rel_entr(). But I found that rel_entr() is not supported in cvxpy. Is there any way to write this perspective?