Hi, I’m new with cvx. I want to solve the optimization problem maximize( quad_form(x,P)) ) subject to norm(x,2)<=N. But There is something wrong and I have no idea to solve it.
I wrote this code:
P=diag([0.8969 0.9451 0.9258 0.9591 0.8553 0.9974 0.8669 0.9567 0.9044 1.0000]);
maximize ( quad_form(x,P) )