CVXPY: objective function to have solution equals to each other

Asked Jul 10 '19 at 07:35

Active Jul 10 '19 at 07:35

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I would like to have CVXPY solve a maximization problem where objective function is a summation over [0,i]. However, I want the same solution for all x[0,i]

I tried the code as displayed here but solution to x are not the same.

x = Variable(10)
g= 0
for i in range(inflist[0],inflist[-1]+1):
    g+= "some function here"

prob = cp.Problem(Maximize(g))
prob.solve()

z= x.value
z

I can optimize over the summation but solution to x are not the same

asked Jul 10 '19 at 07:35

Bryan Lwy

1

why use vector of size 10 when you need all of its values to be the same? – Sohaib Jundi Jul 10 '19 at 07:39
Hi, that was something I tried previously (had 10 solutions to x). When I place Variable(1), the answer returns null – Bryan Lwy Jul 10 '19 at 07:42
@SohaibJundi Sorry, i was a fool. I mistyped something. setting it as variable(1) works magically now – Bryan Lwy Jul 10 '19 at 07:48

CVXPY: objective function to have solution equals to each other

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