I’m trying to impose an inequality constraint in my MILP problem to be solved in MATLAB using CVX, it looks like;
P_max = a; % a is any constant
P_min = -P_max;
% define variables
variables P(T,U) . . . . . ;
variable b(T,1) binary;
% objective fun
minimize (----- obj fn ----);
P_min .*(1-b) <= P <= P_max .*b;
However, I was getting the error “Matrix dimensions must agree” as the dimensions in the inequality weren’t same to multiply element-wise. So I used “gmultiply” command (https://www.mathworks.com/help/deeplearning/ref/gmultiply.html), but CVX doesn’t seems supporting it and this time gave the error “Cannot combine values of class double with cvx”
Where I’m getting it wrong??
This might seem very simple query for you guys, but I’ve been trying to fix it since 4-5 days but couldn’t succeed. Please suggest the solution.