I am new to optimization.
My objective junction is a weighted sum of elements of my input vector which i want to optimize them;
Objective function: minimize (sum (pi * (1 - pci)))
in which pci is a known vector weights the pi vector elements.
i have some other constrains that one of them is not linear and is like this:
(sum( sum( pi(i) * pi(j) * Aij) ) ) * sum(pi*pci) * (sum (pi))^k <= Constant value.
pi(i) is the ith element of pi and pi(j) is the jth element of pi and Aij is a factor that depends on i and j.
can i simulate this problem by CVX???
is it a quasi-convex optimization problem??