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Results tagged with convex-optimization
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user 98263
Optimization with convex constraints and convex objectives; notions related to convex optimization such as sub-gradients, normal cones, separating hyperplanes
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Quadratic Programming With Piecewise Linear Term
I would try first to solve this as a standard MIQP (Mixed Integer Quadratic Programming) problem using variable splitting:
$$\begin{align}
&\min \frac{1}{2}x'Qx + \sum_i \left( -c_i^- x_i^- + c_i^+ x …
- 101