$Q$ is positive definite ($Q>0$). I want to prove that problem $P$ is not convex. How can I do it?
Hint: Complete the square.
Why can't I say that $1-x^TQx-b^Tx \leq 0$ is a concave function?
$Q$ is positive definite ($Q>0$). I want to prove that problem $P$ is not convex. How can I do it?
Hint: Complete the square.
Why can't I say that $1-x^TQx-b^Tx \leq 0$ is a concave function?
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Suppose that $f(x)=1-x^TQx-b^Tx$ is convex. Then $f(\frac{x+y}{2}) \le \frac{f(x)+f(y)}{2}$ for all $x,y$. For $y=0$ this gives:
$x^TQx \le -2$, which is absurd !