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4 votes

Linear approximation of fraction for a maximization problem

One major issue is that your problem is nonconvex since you are maximizing a function that is not concave, i.e., $\max|z|^2$ or equivalently, $\max|z|$. If $z$ was a real number, you could perhaps ...
Henrik Alsing Friberg's user avatar
0 votes

Are there classes of non-linear programs that always have sparse solutions?

This is generally not true for general linear problems, nor for MILPs, although for the latter it often turns out to be the case (especially for BLPs) simply due to binary variables being present. Do ...
Nikos Kazazakis's user avatar
1 vote

Linear approximation of fraction for a maximization problem

You can certainly apply the Charnes-Cooper transformation to each summand, turning your objective function into the square of a linear function of the new variables. The problem then becomes that you ...
prubin's user avatar
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