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0 votes
0 answers
66 views

Suggestions to solve an optimization problem that involves quadratic forms

I am in a crucial part of my research, I have arrived at an optimization problem that I can not solve, I need to solve it to be able to perform simulations and thus complete my research, due to this ...
1 vote
0 answers
421 views

Is this QCQP convex or nonconvex?

\begin{equation} \begin{split} \min_{x\in \mathbb{R}^n}\:f(x)=(1/2)x^{T}Q_0x+c_0^T x \end{split} \end{equation} s.t. $$ g_i(x)=\frac{1}{2}x^T Q_ix-lmax_i\leq0,i\in\{1,...,m/2\} $$ $$ g_i(x)=\frac{...
2 votes
2 answers
293 views

Convex optimization problem to QPP

Briefly, have the following problem: \begin{equation} \sum_{i = 0}^n a_i \ (max [ F_i( \bar x ), 0 ] )^2 \rightarrow min, \\\\ s.t.\\\\ A \bar x \leq b \end{equation} where $ F( \bar x ) $ is a ...