How to write this kind of constraint in cvx


In my optimization problem I have two variables which are vectors x and y both have length N (N has a high value). My constraint is such that x(1)<=y(1), x(1)+x(2)<=y(1)+y(2), and so on. I do not know how to write this constraint in the CVX. Help needed

(Mark L. Stone) #2

Maybe there is a better way, but this should work:

for i = 1:N
  sum(x(1:i)) <= sum(y(1:i))


Thank you Mark.:smile: