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Nonlinear objectives, nonlinear constraints, non-convex objective, non-convex feasible region.

3 votes
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Minimize L-infinity norm with restrictions

I need to minimize the following L-infinity norm with respective to $\tau$. L-infinity norm of a matrix $A$ is defined as $\|A\| = max_{i,j}|a_{i,j}|$. $$ min_{\tau} \| I -S(S+\tau)^{-1}\| $$ $$ \te …
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