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Questions tagged [complex-numbers]

Questions having to do with the use of complex numbers.

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18 votes
3 answers

Application of complex numbers in Linear Programming?

The theory surrounding Linear Programming is based on variables, bounds and coefficients that take on values in $\mathbb R$, the set of real numbers. I have long wondered whether there might be ...
Mark H's user avatar
  • 550
3 votes
1 answer

Optimization software for real-valued functions/constraints of complex arguments

I am interested in an optimization problem of the form $$\min_{\boldsymbol z} \max_j \vert f_j(\boldsymbol z) \vert = \min_{\boldsymbol z} \Vert f_j(\boldsymbol z) \Vert_\infty. $$ Here, the ...
Dan Doe's user avatar
  • 297
1 vote
1 answer

Convex approximation of a constraint

I have a constraint given as $ \left|x_n+\beta x_{n+ 1}\right|-\varepsilon_{ky}\left|x_{n}\right|\leq0\hspace{1em}\forall n=1,2...,N $ I need to convert this into a convex form to implement in CVX. $...
Muhammad's user avatar