Solve a simple convex problem with TFOCS


(Ignacio) #1

Hello,
I am solving the following problem in cvx:

cvx_begin
Variable x complex
Min(max(real(Ax)))
Subject to
Lb<=real(B
x)<=Ub
real(A*b)>=0

Being the matrices A,B and the vector x complex.

What would be the most efficient way of solving it with TFOCS?

Best regards and thank you,
Ignacio