As showing above， A,B,C,D,X are hermit matrix，the only variable is X. The objective function is (f1-f2), my goal is to maximize (f1-f2), can this problem be solved by D.C programming ? If can , how to deal with it ? Thank you.
f1 is concave, so this term can be handled as is by CVX. -f2 is convex, so must be “convexified” in the DC algorithm.
See my answers at Can CVX solve the difference of convex functions (D.C.) problems? .
ok, nice ,thank you !