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3 votes

Minimal example using MOSEK API in python

First observe problems that are not robust feasible or robust infeasible by by definition are nasty. Since you are testing feasibility of your system, then it is likely to be the case sometimes, ...
ErlingMOSEK's user avatar
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2 votes

Inconsistent solutions to linear optimal control problem

One of the necessary conditions is $L_u = 0$. If you assume that $\mu(t) = 0$, it follows from $L_u = \mu_x(t) + \mu(t) = 0$ that $\mu_x(t) = 0$. Because $u(t)$ can take any value when $\mu_x(t) = 0$, ...
Kevin Dalmeijer's user avatar
1 vote

How to model this constraint in a better way?

Why don't you define the follwing variables $x_{ij}:=\{0,1\}$ if user i assigned to machine j to use these constraints, $\sum_j x_{ij}\geq 1$ for each user i at least one machine assigned to each ...
Majid Zohrehbandian's user avatar
2 votes

How to do the scaling to remove bias in QP problem?

If $x$ is binary vector, you have $x^T D x = d^T x$ for any diagonal matrix $D$ with diagonal $d$. This has two important consequences: You can assume Q to be convex without loss of generality. In ...
Henrik Alsing Friberg's user avatar
4 votes

How to model the constraints of min and max in cvxpy

Let constants $j_\min$ and $j_\max$ be the smallest and largest possible $j$ indices, respectively. Introduce binary decision variable $y_{ij}$ to indicate whether $x_{ij}>0$. Assuming $x_{ij}>...
RobPratt's user avatar
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