gerosalesc gerosalesc - 8 months ago 45
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, ...]


I would write

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

Then be sure to include that constraint in your problem.