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Linearization of product of two continuous variables

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Sep 18, 2020
T
Taara
Sep 18, 2020 #1

Hello,

I wanted to know what would be the best way to linearize the product of two continuous variables in cvx matlab.

Thanks!

M
Mark L. Stone
Sep 18, 2020 #2

The best way is not to do it, and to use a non-convex solver, for instance, via YALMIP.

1 reply
T
Taara
Sep 18, 2020 #3
Replying to #2

@Mark_L_Stone Thank you!

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