Question: 4. Consider the following non-linear optimization problem: . . {ch)2 mm . clTa: s.t. : An: I: b, where we assume that An: 2 b

 4. Consider the following non-linear optimization problem: . . {ch)2 mm

4. Consider the following non-linear optimization problem: . . {ch)2 mm . clTa: s.t. : An: I: b, where we assume that An: 2 b 2} (trio 2' U. (a) Show that this problem is convex. {b} Reformulate this problem as an SDP. (Hint: it may be useful for you to add an additional dummy variable that will allow you to move the objective function into the constraints)

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