I want to solve a problem, then use that problem's variables in another problem's constraints, solve it, use the second problem's variables in a third problem's constraints, and so on until the distance between the nth and the (n-1)-th variables is small enough.
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I don't think cvxpy is designed to do this. It seems more straightforward to just solve cxvpy problems iteratively? – Jacques Kvam Dec 04 '19 at 07:35
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And how would I go about doing that? I'm a beginner so I know almost nothing about this stuff. – Anonymous Dec 04 '19 at 17:56
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I think you described it in your question :) Solve the first problem -> get the solution -> use it as a constraint for the second problem -> Solve the second problem -> keep going like this until your done. If you want more help, I think you'll need to explain your problem more: try to be unambiguous or use an example. – Jacques Kvam Dec 05 '19 at 07:03