Hello there, i was wondering if somebody could help me convert clause below into a Disciplined MOSEK solvable one?
optimization problem is maximize(sum(X)/sum(Y)), where X = [ ](n*1
matrix), Y = [ ](n*1
matrix)
I appreciate your consideration.
Hello there, i was wondering if somebody could help me convert clause below into a Disciplined MOSEK solvable one?
optimization problem is maximize(sum(X)/sum(Y)), where X = [ ](n*1
matrix), Y = [ ](n*1
matrix)
I appreciate your consideration.
Depending on the constraints, you might be able to handle this using the reformulation for linear-fractional programming described in section 4.3.2 of https://web.stanford.edu/~boyd/cvxbook/bv_cvxbook.pdf
Thank you for your answer. I check that. I will let you know the result if you mind.