2

The problem as described is not convex, due to the nonconvexity of the constraint set. However, if you were to permit a relaxation, we could write your problem as $\begin{array}{ll} \max & \sum_{p\in P} t_p\\ \text{subject to }& t_p \geq \langle x, \|p\| p \rangle\\ & t_p \geq -\langle x, \|p\| p\rangle ,\\ & \|x\|_2 \leq 1. \end{array}$ ...


Only top voted, non community-wiki answers of a minimum length are eligible