Hi,

I am using CVX in Matlab.

I have several exponential cone constraints, which I currently I add in my problem one-by-one in a for loop. This seems to be very time consuming. When I try to add them in a more compact form, I don’t get the right answer (most likely the constraint I am adding is not written correctly - see below)

For example, assume I have N constraints, in a for loop I add them as follows

for i = 1:1:N

{x(i),y(i),z(i)} == exponential(1)

end

where x,y,z are variables of dimension N.

If I try adding them as follows

{x,y,z} == exponential(1)

this doesn’t seem to work.

Any ideas how to go about this?

On a separate issue, is there a way to formulate a CVX problem parametrically, i.e., if I want to solve the problem over-and-over by changing 1 parameter in the optimization problem, is it necessary to rewrite the problem (which seems to be very time consuming)?

kind regards,

Angelos