Given $n$ variables $x_{i}$ where $i\in [0,n)$, denoted as a vector $x$ , given a linear objective function that we want to minimize
$c^{T}x$
$c^\top x$ with 2 constraints:
- the $\sum (x_{i} )^{2} < n+1$$\sum x_{i}^{2} < n+1$
- $\sum log(x_{i}) > 0$$\sum\log(x_{i}) > 0$.
How tocan I solve suchthis optimization problem ?
The only thing I can think of is to convert the 2nd constraint to be the product of all $x$ bigger than 1$1$. I cannot think of a way to turn the 2nd constraint into a 'common' quadratic one.
Can anyone sharesomeshare some ideas?