CVX optimiation for time-series

(Rishabh Gupta) #1

Hi Sir,
I am working on a mixed-integer linear programming problem and right now the data is for a snapshot power demand.
Will it be possible to run the complete optimization on time-series on CVX which depends on the solution from the previous time stamp?
Are there any references/examples for the same?
Thank you.

(Mark L. Stone) #2

If you can formulate a valid mixed-integer linear programming problem, you should be able to enter it into CVX. That can include a formulation which has variables indexed by time, with suitable constraints to link together the variables at different times.