Questions tagged [disciplined-quasiconvex-programming]
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How to write this objective in CVXPY for quasiconvex programming?
I have the following objective that I want to maximize:
\begin{equation}
\max_{U_T\in \mathbb{R}, x\in\mathbb{R}^T} J_\alpha(U_T) = \frac{\alpha}{\alpha-1}\log\left(\frac{\cosh(U_T)}{\cosh(\alpha U_T)^...
- 86
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Handling Variable Division in CVXPY for Calculating Annualized Rate of Change
I am working with a dataset that contains multiple entries for different IDs across various years. Some IDs might have a gap of years between entries. My goal is to solve an optimization problem using ...
- 101
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On a clarification on usage of inequalities in convex programming
The inequality $x^3\leq y$ is not convex. But $0<x$ added to the above provides a convex region.
My question is whether in convex programming it is allowed to use both inequalities together and use ...
- 131
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How to minimize a quasi-convex function in 2 dimensions?
I know that if $f$ is a quasi-convex function in one dimension (that is, $f: \mathbb{R} \to \mathbb{R}$), then we can use the 'golden section' line search to find the optimizer.
Now suppose I have a ...
- 131
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Piecewise linear and global optimization
I am new to OR, and apologies if my mathematical notation is not clear. I have tried my best to keep it concise and given an explanation with numerical data.
I would like to understand:
Can this ...
- 81
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150
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How to linearize this multiplicative constraint?
I have a constraint in the form
$\sqrt{|\sum_{c\in C}{h_cw_c}|^2}\ge\sqrt{x}\zeta$
Here, $h_c$ is s row vector (know), $w_c$ is a column vector (variable).
$x$ and $\zeta$ are also optimization ...
- 2,211
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Maximizing a Ratio/Percent
I'm using cvxpy to model a problem. Inside a very large and complex LP, I create two continuous, affine (unconstrained) expressions: $x$ and $y$. Due to how they ...
- 195