Can CVX solve the difference of convex functions (D.C.) problems?


#1

Can CVX solve the difference of convex functions (D.C.) problems?
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(Mark L. Stone) #2

CVX won’t do it for you. But you can call CVX in a loop solving a sequence of problems which CVX can handle. It’s up to you to work out the details for your problem.



#3

Thank you so much for your help.