Formulate the problem for different functions f j , j = 1, . . . , 5,

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Formulate the problem

for different functions fj, j = 1, . . . , 5, with values given in Table 9.2, as QPs or LPs, or, if you cannot, explain why. In our formulations, we always use x ∈ Ras the variable, and assume that A ∈ Rm,n, y ∈ Rm, and k ∈ {1, . . . ,m} are given. If you obtain an LP or QP formulation, make sure to put the problem in standard form, stating precisely what the variables, objective and constraints are.

Table 9.2

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Optimization Models

ISBN: 9781107050877

1st Edition

Authors: Giuseppe C. Calafiore, Laurent El Ghaoui

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