Problem 1. (25%) Consider the following optimization problem: min /4x² + 4x² − 4x1x2+2x1 +1 − x1 −22 71,72ER s.t. +²+₁+2
Posted: Wed May 04, 2022 10:50 am
Problem 1. (25%) Consider the following optimization problem: min /4x² + 4x² − 4x1x2+2x1 +1 − x1 −22 71,72ER s.t. +²+₁+2x₂ ≤ 4, −1≤ ≤1, −1≤22 ≤1 (a) (10%) Rewrite the above problem into an SOCP. (For simplicity, you may leave the linear constraints: -1 ≤ ≤ 1, −1≤ x₂ ≤ 1 as it is.)