Steve Jacobsen (jacobsen@ee.ucla.edu), Khosrow Moshirvaziri (moshir@ee.ucla.edu)
LINEAR REVERSE CONVEX MINIMIZATION PROBLEM (m=11, n=20):

min cx
   Ax < b
    x > 0
   g(x) < 0 
   
   where
   
    g(x) = -x'diag(lambda)x + d'x + g0
    
A,b =
 -6   1   1  -3  -9  -7  -0  -1   3   7   1   7   4  -2  -2   3   8  -3  -6  -1       5
 -9   3  -8   3   3  -0  -5   9   5  -2   6  -7   9  -0  -7  -7  -1  -5   4   9       8
  4 -10   3   5   8   8  -8  -9   5   7  -9  -6  -5  -7   1   3  -7  -7   8   3      -5
  4  -2  -2  10  -5   8   9   5  10  -5   1   4  -6   2  -5   2   9   6  -5  -1      49
  9  -9   4  -3  -1  -9  -9   5   8  -2  -0  -7  -4   7  -0   6  -2  -1   7   6      17
 -2  -2   8  -5   5   8   0   7  -5   1   9  -8   8   2  -1  -5  -7  -3  -1   4      22
  0   4   5  10  -0   0  -2  -7  -4  -1   5  -5   3   9   9  -0   8  -1   0   4      46
  7   2  -5   4  -5   0  -4 -10  -3  -4   1 -10  -7   1  -7  -2  -8   6   2  10     -23
 -9   9  -9   5  -5  -4   8   4   0  -6   8  -2   4  -7  -6  -6  -7   9   6   9      11
  3   5   5   1   4   6   9   5   7   9   7   8   7   7   0   9   5   5   1   7    1210
 22  -1  -8  11  33  25   9  -5 -13  -7 -10 -17  -4   7  17  -7 -30  19  15 -14    1000

   
c= 
   3  
   4 
  -6 
   8 
   7 
   8 
   1 
  -7 
  -1 
  10 
  -6 
  -1 
  -4 
   0 
   8 
  -1
  -1
   6
  -3
  -6

  
  
g0=-2.155057371324785e+06
  
d=
  -2.399960259093519e+04   
  -3.063051000562841e+04   
   4.516691619612435e+04   
  -6.363962102013778e+04   
  -5.552679856924290e+04   
  -6.457757301484958e+04   
  -4.091129311573360e+03   
   4.989903746993247e+04   
   6.807671758992243e+03   
  -6.654693278113627e+04   
   4.228143865864549e+04   
   1.442372267359577e+04   
   2.773263583258165e+04     
  -2.041349733862419e+03   
  -5.921548811976219e+04 
   1.047989704974346e+04 
   8.487120281488647e+03 
  -4.504303590315735e+04 
   2.020356006623618e+04 
   3.794902009191595e+04 
  
lambda =
   3
   1
   7
   7
   9
   4
   6
   8
   1
   1
   6
   7
   1
   4
   2
   5
   7
   6
   9
   9

   
optimal x =
   x(1)  =   6.001595738074214e+00
   x(2)  =   1.368424831776637e+01
   x(3)  =   2.590684011359048e+01
   x(5)  =   3.033497749100739e+01
   x(6)  =   2.533511088613893e+00
   x(8)  =   1.306117707430680e+01
   x(12) =   5.676470129247394e+01
   x(17) =   1.119824408808392e+01
   x(19) =   2.414352896358711e+01
   x(20) =   3.684864985970695e+01
   
   other x's = 0.0