Steve Jacobsen (jacobsen@ee.ucla.edu), Khosrow Moshirvaziri (moshir@ee.ucla.edu)
LINEAR REVERSE CONVEX MINIMIZATION PROBLEM (m=6, n=8):

min cx
   Ax < b
    x > 0
   g(x) < 0 
   
   where
   
    g(x) = -(r'x)*log(1 + r'x) + d'x + g0
    
A,b =
 -6    -2     1    -2     1     8    -3    -5        -3
 -9     0     3     4    -8     5     3    10        13
  4     7   -10     2     3    -5     5     4        16
  4    -9    -2     9    -2    -9    10     5        10
  1     6     9     3     4     8     5     3       440
  1     1     0     2     0     0    -2     0       100

   
c= 
 -3 
 -7
  0
  8
  8
 -9
  8
  0
 
r = 
 1.000000000000000e+000
 5.000000000000000e-001
 3.333333333333333e-001
 2.500000000000000e-001 
 2.000000000000000e-001
 1.666666666666666e-001
 1.428571428571428e-001
 1.250000000000000e-001
 

  
g0=1.599497693496222e+02
  
d=
     4.318534776501019e+00
     2.468687056727581e-01
    -2.448544360507560e+00
    -9.441975623145407e-01
    -7.115054221489414e-01
    -2.302228710579677e+00
    -2.299386211008367e+00
    -1.269548785752372e+00
    
   
optimal x =
    1.941961840520680e+01
    9.478637071385254e+00
    9.596855411776380e+00
    2.681559343529333e+01
    6.793588040597676e+00
    2.121446599902799e+01
    0.000000000000000e+00
    0.000000000000000e+00