Dear CVX community,
I’m a very new user of CVX and I have a rather basic question which I’d like to ask about finding the global max/min of a polynomial. For example:
minimise(160ca - 77db - 77eb + 160*b)/23)
where variables a - e have values within the closed interval [0,1] and are subject to the constraints 0 <= a <= 1,…,0 <= e <= 1 and b+c == 1, d+e == 1.
I have considered solving this problem using the methods provided by CVX for geometric programming, but no luck: it seems like this optimisation problem is out of scope for GP.
Are these sorts of problems better suited to another method, or should I simply express it differently?