gerosalesc gerosalesc - 1 year ago 112
Python Question

CVXPY constraint with N variables

Trying to figure out a way to write a constraint with N variable to use on CVXPY that fit this:

var1 + var2 + ... + varN = K # K is a constant

All variables objects are instantiated and are stored in a list.

[Variable, Variable, ...]

Answer Source

I would write

   constraint = (sum([Variable, Variable, ...]) == K)

Then be sure to include that constraint in your problem.

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