$$ \min_{x} c^Tx $$ such that $$||Ax||^2_2 \le 1 $$ where $$A \succ 0$$
I feel like this should be easy but I have been struggling for hours. Is this a second-order cone constraint? How do I begin to find an equivalent problem to solve for x*
$$ \min_{x} c^Tx $$ such that $$||Ax||^2_2 \le 1 $$ where $$A \succ 0$$
I feel like this should be easy but I have been struggling for hours. Is this a second-order cone constraint? How do I begin to find an equivalent problem to solve for x*
Hint:
$$ \begin{align} \min_y & \quad d^Ty\\ \text{subject to} & \quad y^Ty \leq 1 \end{align} $$
has the solution
Can you transform your problem to this form?