Cone programming (xy<=z^2)


(Maryam) #1

I was wondering if you can help me to solve the following program using CVX (via MATLAB)
Min CY
s.t: A
X+B*Y=b,
Y belongs to a Cone

if we consider Y=(x,y,z) then x*y<=z^2


(Michael C. Grant) #2

That’s not a convex cone. Please read the FAQ and the user guide.