如何线性化二次目标函数

Question

I have an optimization problem. The objective is defined as follows: Max∑ (k=1)∑ (t=1)(r_k (t))^2 enter image description here constraints are linear How to linearize this objective function?

Answer 1

This is a non-convex QP. There is a linearization possible based on the KKT conditions. This will give you a linear MIP. See link