1
$\begingroup$

I have an optimization problem which is described as $$\begin{array}{ll} \text{minimize}_x & c^{T}x\\ \text{subject to} & Gx \preceq h\\ & -x^{T}Px - qx - r \leq 0 \end{array} $$ where $P$ is positive semi-definite.

Is there any way to convert this problem into a convex problem?

$\endgroup$
  • 2
    $\begingroup$ No, there is not. See this PDF for some heuristic alternatives. $\endgroup$ – Michael Grant Nov 3 '14 at 16:52

Your Answer

By clicking “Post Your Answer”, you agree to our terms of service, privacy policy and cookie policy

Browse other questions tagged or ask your own question.