Guide book says there being a NO-PRODUCT rule, which forbids products between unconstant expressions. I am dealing with a binary quadratically constrained linear program (0-1 QCLP), and one of my constraints is as bellows:
(ax.’).((b*x.’)-c)>=0
where x is a 1*N vector variable; a and b are N*1 constant vectors; c is a constant. Which means (ax.’) and (bx.’) are constant. It should be a simple inequality. But I cannot make it conform to NO-PRODUCT rule.
If someone could help, I would be grateful. Thanks~~~
Sorry, this does violate the DCP rules, even for the 0-1 case. CVX cannot support it.
Sad…But thanks for your reply~