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Jan 3, 2015 at 14:29 vote accept Joseph O'Rourke
Jan 3, 2015 at 14:16 comment added Dima Pasechnik This change of variables is well-known, cf. e.g. www2.isye.gatech.edu/~nemirovs/Lect_ModConvOpt.pdf page 150 (paragraph 21b).
Jan 3, 2015 at 14:06 comment added Joseph O'Rourke Thank you for this detailed answer! The change of variables is clever.
Jan 3, 2015 at 13:29 history answered Dima Pasechnik CC BY-SA 3.0