Hey

I am writing a LP formulation for generator dispatch.

The generator production is a two dimensional matrix, n*t ; n = number of generators , t= time step

Now generator production values depending on the previous time step values.

So theoretical equation is

P[g,t] - P[g,t-1] < R; R is a constant and also

P[g,t] - P[g,t-1] > -R

How should I write this using CVX