I am struggling with the following constraint on a minimization problem
cvx.max(z[:, i] + z[:, j]) == 2
where z
is a Boolean matrix decision variable. I need to ensure that at least one row in z
has a $1$ in two given columns (i
and j
). CVXPY informs me that this is not DCP-compliant.
Can you think of a DCP formulation that would enable a constraint such as z[k, i] == 1 and z[k, j] == 1
for at least one k
?