Hello everyone, is the first time that I use CVX and I don’t know express the constraints in this optimization problem. Can someone help me?
This isn’t my optimization problem, but I will have to solve a similar one and I believe that knowing in advance how to set this type of constraints will be of great help for me.
Thanks in advance for the help.
Here is how to enter the 1st SOCP constraint. norm([2*c(k);b(k)-1]) <= b(k)+1
The others are similar.
Hopefully, despite being listed under subject to, the first line of equalities
are not really constraints, or if they are, the right-hand sides are input data) … CVX will not allow constraints (==) in which one or both sides are nonlinear CVX expressions. But assignments (=), and equality constraints to nonlinear expressions of input data are allowed.
Of course, you need to “know” MATLAB, including such things as concatenating vectors, before you are able to use CVX effectively/.