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Nonlinear objectives, nonlinear constraints, non-convex objective, non-convex feasible region.
4
votes
Nonconvex optimization problem
In general, you can show that a class of problems is NP-Hard by taking a known NP-hard problem and reducing it to a problem in your class (being careful that size of the problem does not increase too …
2
votes
Accepted
A non-convex quadratically constrained quadratic program
It's helpful if you cite the paper in which you saw something that you're asking a question about- we could provide a better answer if we knew where the question came from.
First, assume without lo …
1
vote
Accepted
minimization of a function when the feasible set is an unbounded cone
No. The problem with this simple minded approach is that the sequence of constraints that you add might go on forever without adding a critical constraint.
Consider the following example problem.
…