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Can this problem be solved using convex optimization?

Looking at the comments to the question, I believe the original constraint was $||x||=1$. This would exclude the zero vector as an option, but make the problem non-convex. Reverting the constraints to ...
Abdullah Ali Sivas's user avatar
1 vote

Can this problem be solved using convex optimization?

This is not a convex problem. In fact, I don't think it even has a problem. Think about the special case where $x\in{\mathbb R}^1$, then your problem has the form $$\begin{align} \max & \quad \...
Wolfgang Bangerth's user avatar

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