When we run the next code:
Variables minimized over
x1 <- Variable(1)
x2 <- Variable(1)
Problem definition
objective <- Minimize(5x1^2 + x2^2 + 2x1x2)
constraints <- list(0.25x1^2+ x2 - 1 <= 0)
prob2.1 <- Problem(objective, constraints)
prob2.1 <- Problem(objective)
Problem solution
solution2.1 <- solve(prob2.1)
We get the next message:
Error in construct_intermediate_chain(object, candidate_solvers, gp = gp) :
Problem does not follow DCP rules.
What is the problem in CVXR although this objective function is convex?
When we drop the term 2x1x2 into the objetctive function, the algorithm works well.