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> Any convex solver can be a non-convex solver if you don't care about global optimality. Aside: Structurally I’m not sure how this would be true. Convex solv
by wenc 3y ago
> Any convex solver can be a non-convex solver if you don't care about global optimality.
Aside: Structurally I’m not sure how this would be true.
Convex solvers have very specific forms. For instance a QP solver requires a very particular form and does not admit any arbitrary non convex form except for one: the non-PSD Hessian which is the concave problem.
My point is that all NLEs power inside an optimization problem gives rise to a non convex optimization problem with no guarantee of a global solution. So convex optimization is not applicable here.