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How to solve an optimization problem with non-convex constraint

Nonconvex
Sep 2, 2014
H
HoomanAI
Sep 2, 2014 #1

I want to solve the following problem
x is a vector of binary variables and b is a static vector of constants

minimize sum(1/(x.*b))
subject to
sum((x.*b).^2)/(sum(x.*b))^2 >= epsilon

M
Michael C. Grant
Sep 2, 2014 #2

FAQ: Why doesn’t CVX accept my problem? [READ THIS FIRST]

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