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Topic: To incorporate cusum constraints
Replies: 1   Last Post: Mar 28, 2014 6:24 AM

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Torsten

Posts: 1,477
Registered: 11/8/10
Re: To incorporate cusum constraints
Posted: Mar 28, 2014 6:24 AM
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"li " <tianmao7658@gmail.com> wrote in message <lh3eqb$kns$1@newscl01ah.mathworks.com>...
> Hi, everyone, is there any methods or tools to incorporate cumsum constraints, i.e., the cumsum of a vector locates in a range (up and down limits)?
>
> So far, I know CVX can achieve this. Does CPLEX and others can?
>
> Thanks a lot for your help.


These are only linear constraints:

lb<=x(1)<=ub
lb<=x(1)+x(2)<=ub
lb<=x(1)+x(2)+x(3)<=ub
...
lb<=x(1)+x(2)+...+x(n)<=ub

Every tool for constraint optimization problems should be able to incoroprate these inequalities.

Best wishes
Torsten.




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