I want to solve the following problem via CVX
\mathop {\max }\limits_{\eta \in R} \mathop {\min }\limits_{w \in R} {w^4} + {w^2}\left( {2\eta + 1} \right) + 2
I want to solve the following problem via CVX
\mathop {\max }\limits_{\eta \in R} \mathop {\min }\limits_{w \in R} {w^4} + {w^2}\left( {2\eta + 1} \right) + 2
This doesn’t look like a convex optimization problem to me. Can you prove otherwise?
I think I can pursue an analytic solution here. thanks anyway.