These days, I have been trying to solve a convex optimization problem. In my optimization problem, there’s an array which increases monotonically with its index. Does anyone know how we can specify this monotonicity constraint for that array? Thank you!
Why not just add constraints x<=x, x<=x, … That should do the trick.
Is diff(x), where x is an optimization variable,actually supported in (any version of) CVX?
If it is not, it is an oversight.