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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)^...
Uomond's user avatar
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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 ...
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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 ...
user760900's user avatar