The sigmoid function is nonconvex: 1/(1+e^-x).
I am searching for a conic expression for the "right half" of the sigmoid: t \le 1/(1+e^-x) , x>0. This is the shaded blue region with a red dot. I suspect there is a conic expression, because I can fit a modified (see equation below, and green line) Softplus (which does have a conic reformulation) "almost" perfectly by tuning some parameters, but the slope is never quite right.
Any ideas MOSEK?
Thanks!
Sam