Questions tagged [yalmip]

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Cases where RLT/SDP relaxation does not work well with standard quadratic optimization

(For people who don't know what RLT is): I am maximizing an indefinite quadratic function over a standard simplex, i.e., the standard quadratic optimization problem. A well-known approach is to relax ...
4
votes
1answer
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Maximizing 1-norm: using binary variables to relax non-convexity

It is well-known that when we maximize a 1-norm, e.g., $\|Ax\|_1$, we can use binary variables and obtain a mixed-integer convex problem (otherwise maximizing 1-norm is non-convex). I am mentioning ...