The acceptable ainequality about the CVX constraint


(蕭仰恩) #1

I usually meet the inequality in the optimize constraint,and also have problem like these

Invalid constraint: {real affine} >= {concave},like this,so i want to make sure that what are the acceptable contraint?

{real affine} >= {real affine} and {convex} >= {convex} only?

Now i only know that {concave}>=anything,including affine,convex and concave, and {concave}<=anything is invalid


(Erling D.Andersen) #2

Reading

http://web.cvxr.com/cvx/doc/dcp.html

should answer your question.