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Results tagged with nonlinear-optimization
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user 64355
Nonlinear objectives, nonlinear constraints, non-convex objective, non-convex feasible region.
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Maximizing a certain concave function over a non-convex set
Your first set of constraints enforce that $x_i \in \{0,1\}$, and given this your second constraint is equivalent to $\sum_i x_i \leq K$. In the case where $B$ is diagonal with positive entries your p …
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