I am using CVXPY to solve a simple optimization problem min{sum(x)} subject to constraints Ax <= b, where vector of variables x >= 0, and the problem solves perfectly, of course.
However, for the purpose of my research, I need to modify the problem in such a way that I introduce a vector of new variables y = x/(x+1) with the same constraints on x. When I try to solve again min{sum(y)}, it results in the error: DCP rules violation, You are trying to minimize a function that is concave.
Is there a way to solve min{x/(x+1)} as a linear or mixed-integer linear problem?