Questions tagged [nonconvex-programming]

For questions about non-convex optimization problems where the objective or any of the constraints are non-convex.

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12
votes
2answers
265 views

Convex vs Strictly Quasiconvex Functions in Optimization

I have read/heard quite a few time that in the old days, it was considered that linear programs constitute the class of optimization problems that can be solved efficiently in practice (as a rule of ...
6
votes
1answer
123 views

Linearizing the square root of binary summations

My question is similar to this one and almost identical with this. I am so confused due to indexing and could not make sure if I could apply the solution in here to this indexed version as shown below....
6
votes
1answer
58 views

Linearizing the square root of two binary summations

My question is similar to this one though a bit more complicated. Though my question also includes indices, I am removing them to ease readability. Let binary variables $x,y\in\{0,1\}$, non-negative ...
4
votes
1answer
75 views

Dealing with a non-convex problem

I have the following objective function. The variables: $h_p$, $e_{trs}\left(h_p\right), w_{trs}\left(h_p\right)$ are all non-negative continuous. $T,R,S,\pi_{trs}$ are polynomially-sized sets. All ...
1
vote
0answers
53 views

How can I formulate an LP or heuristic solution for this problem?

[I welcome any alternate or simplified formulation of my problem] I have an optimization problem. See the attached figure which is self explanatory. The solid line is intended signal, the dashed lines ...