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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?

Rein
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1 Answers1

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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 $||\bullet||_\infty$

Inquest
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