Quasi-concave inequalities


(ibrahim pehlivan) #1

Hello

Are you planning to include quasi-concave inequalities such as F(x)> constant where F is quasi-concave? Set itself is convex however I get disciplined programming error while implementing it. Similar to log-concave, quasi-concave function might be implemented from simple rules, like product or composition of known functions. If not, can you recommend me solvers to use ?

Thank you


(Mark L. Stone) #2

Follow the formulation guidance ior quasi-convex and quasi-concave problems in " Convex Optimization" by Boyd and Vandenberghe http://web.stanford.edu/~boyd/cvxbook/ to solve via CVX.


(Michael C. Grant) #3

It is not likely we will ever implement this. You will have to rewrite your quasi-concave inequalities yourself into DCP-compliant form.