Difference of two consecutive variables

1

T=24;
cvx_begin
variable P(T)
minimize OBJ
subject to
Here T is the time which is equal to T=24 hours. How can I write the difference as an inequality? i mean
P(T)-P(T-1)<10 ؟
for example for for 6 o’clock P(6)-P(5)<10

2

Unfortunately, diff is not supported for CVX variables or expressions. Also, CVX interprets < as <=, so use <=, perhaps modified as shown below;

P(2:T) - P(1:T-1) <= 10 - small_positive_number
is a vectorized way of specifying 23 constraints.

If there’s some special logic for 24:00 clock, and circular wrapping or whatever, I’ll let you deal with that.