All Questions
7 questions
1
vote
1
answer
121
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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. $...
- 37
2
votes
0
answers
78
views
How to rewrite a constraint with sum of convex and concave components to satisfy DCP rule?
suppose that decision variable is X with N dimensions, and one type of the constraint is ...
- 21
3
votes
2
answers
147
views
How to linearize or fix this disciplined convex programming error?
How can I linearize this constraint
$$d_{u,c}\sigma \le \|{\bf f}_{u,c}\|^2\le Td_{u,c}$$
$\sigma$ is a very small number based on scale of $f$
$T>0$, ${\bf f}_{u,c}$ is optimization variable, a ...
- 2,397
2
votes
1
answer
497
views
MIQP — CVXPY unable to treat summation of variables as a variable
I have a quadratic integer programming assignment problem. The goal is to assign riders seats on a bus such that distance between any two riders is maximized; however, the importance of each objective ...
- 559
1
vote
1
answer
728
views
How to transform this problem with logarithmic objective function into an approximated convex optimization problem?
I have an objective function as follows
$\underset{x_{m,n}}{\max}\hspace{1mm}\hspace{1mm}\sum_{m=1}^{M}\log_2\left(\frac{\sum_{n=1}^{N}(1-x_{m,n})\omega_{m,n}+z}{\sum_{n=1}^{N}x_{m,n}\omega_{m,n}}\...
- 2,397
3
votes
1
answer
351
views
How can I convexify (allowed some approximation) the objective function?
I have a known matrix, $H$ of size $U\times B$.
The optimization variable is $D$ of same size, which is binary
Now I have $$S_u=\frac{\sum\limits_{b=1}^{B} D_{u,b}H_{u,b}}{\sum\limits_{b=1}^{B}H_{u,b}-...
- 2,397
8
votes
1
answer
503
views
How to resolve this issue in multi-objective optimization?
I have the following multiobjective optimization problem. The objectives are non-conflicting.
The Optimization Problem:
$$\underset{\large{a^{(l)}_{c,u},f^{(l)}_{c,u},z_{l,t},l\in\mathcal{L}}}{\max}\...
- 2,397