Does anybody have any idea about how to solve the following problem with Coordinate Descent? \begin{align} \min &\quad \mathbf{x}^{\top}P\mathbf{x} + b^{\top}\mathbf{x}\\ \text{Subject to}& \quad A\mathbf{x} \leq c \end{align}
I don't want to use the Bump Function technique and need the Coordinate Descent to be able to solve it in high dimensions.