All Questions
Tagged with linearization disciplined-convex-programming
6
questions
1
vote
1
answer
112
views
Convex approximation of a constraint
I have a constraint given as
$
\left|x_n+\beta x_{n+ 1}\right|-\varepsilon_{ky}\left|x_{n}\right|\leq0\hspace{1em}\forall n=1,2...,N
$ I need to convert this into a convex form to implement in CVX. $...
- 37
1
vote
0
answers
88
views
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 ...
- 111
3
votes
2
answers
135
views
How to linearize or fix this disciplined convex programming error?
How can I linearize this constraint
$$d_{u,c}\sigma \le \|{\bf f}_{u,c}\|^2\le Td_{u,c}$$
$\sigma$ is a very small number based on scale of $f$
$T>0$, ${\bf f}_{u,c}$ is optimization variable, a ...
- 2,377
1
vote
1
answer
696
views
How to transform this problem with logarithmic objective function into an approximated convex optimization problem?
I have an objective function as follows
$\underset{x_{m,n}}{\max}\hspace{1mm}\hspace{1mm}\sum_{m=1}^{M}\log_2\left(\frac{\sum_{n=1}^{N}(1-x_{m,n})\omega_{m,n}+z}{\sum_{n=1}^{N}x_{m,n}\omega_{m,n}}\...
- 2,377
2
votes
1
answer
99
views
How to model these constraints correctly
$W$ is a vector of $N$ complex elements.
$D$ is a binary variable
The requirements are:
when $D==1$, $L_{\min}\le ||W||_2^2\le L_{\max}$
and when $D==0$, $||W||_2^2=0$
I have formulated the following ...
- 2,377
3
votes
1
answer
346
views
How can I convexify (allowed some approximation) the objective function?
I have a known matrix, $H$ of size $U\times B$.
The optimization variable is $D$ of same size, which is binary
Now I have $$S_u=\frac{\sum\limits_{b=1}^{B} D_{u,b}H_{u,b}}{\sum\limits_{b=1}^{B}H_{u,b}-...
- 2,377