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3 questions
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
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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
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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 ...