如何在cvxpy中编写几个约束?

问题描述

我想在cvxpy下的优化问题中添加许多约束.在matlab中，我可以通过添加一个主题，然后使用for循环生成约束来做到这一点.我如何在cvxpy中完成相同的工作，因为cvxpy中没有主题"概念.有什么建议吗?

I want to add many constraint in a optimization problem under cvxpy. In matlab I can do so by adding a line subject to and then use for loop to generate the constraints. How can I do the same work in cvxpy, as there is no 'subject to' concepts in cvxpy. any suggestion please?

推荐答案

在Python中，constraints是一个列表.您可以像这样使用for循环附加/扩展(和 CVXPY函数让它变得更容易).

In Python constraints is a list. You can use for loop to append/extend it like this (and CVXPY functions make it easier).

import cvxpy as cvx

samples = 10
x = cvx.Variable(samples)
y = range(1, samples+1)
constraints = []

for i in xrange(samples):
    constraints += [
        y[i] * x[i] <= 1000,
        x[i] >= i
    ]

objective = cvx.Maximize(cvx.sum_entries(x))

prob = cvx.Problem(objective, constraints)
prob.solve()
print x.value

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