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