Solve dual of a non-convex problem

Nonconvex
Dec 6, 2012
A

Is it possible to specify a non-convex primal problem and ask CVX to solve its dual (which is always convex) and not the primal problem? There will be some duality gap but I can deal with it separately.

M

No, there is not. CVX requires all problems to be convex. You must find the dual yourself, and of course it must be expressible according to CVX’s disciplined convex programming rules.