The problem is
$\min_x w^Tx$
s.t. $Ax=b$
$||x||_2=1$
Is there any tricks to handle the norm constraints such that the problem can be solved by only using linear programming tools?
The problem is
$\min_x w^Tx$
s.t. $Ax=b$
$||x||_2=1$
Is there any tricks to handle the norm constraints such that the problem can be solved by only using linear programming tools?
Unless you can get rid of the two-norm, I doubt it's possible.
You can however get it to work with a $||\bullet||_1$ or $||\bullet||_\infty$