Hi There,

Does anybody know how CVX calculates the number of constraints that it gives in the output? Does it simply count the number of equality constraints specified in setting up the problem or does it add a few more by, say, interpreting very binding inequality constraints as if they were equality constraints? I am asking because I keep getting in the output a number of (equality) constraints that is larger than the one I specified.

Best regards,

Valerio

CVX performs a variety of transformations in the process of converting your problem to a solver-compatible form. This is exactly what makes CVX a valuable contributionâ€”this conversion process is *not* straightforward. There is no reason to assume that the number of constraints you specify will be the same as the number eventually passed to the solver.