Question
Consider problem min XER, y, zER S.t. cTx xx yz y 20 z 0. min XER, y,ZER S.t. Note that the function h(x, y,
Consider problem min XER", y, zER S.t. cTx xx yz y 20 z 0. min XER", y,ZER S.t. Note that the function h(x, y, z) := xx - yz is not a convex function, so the above problem is not convex. However, it can be reformulated as a convex SOC optimization problem. Prove that the constraint (2b) and the SOC constraint (3b) below are equivalent. cTx 2x |(x)|* y0 z 0. (2a) (2b) (2c) (2d) y+z (3a) (3b) (3c) (3d)
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Microeconomics An Intuitive Approach with Calculus
Authors: Thomas Nechyba
1st edition
538453257, 978-0538453257
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