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 (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)) end
Thank you Mark.