I want to set up the lowest boundary of my Problem as a -inf also without a limit and here comes the codes
@time begin
using COSMO, SparseArrays, LinearAlgebra
using NPZ
Matrix10 = npzread("C:/Users/skqkr/Desktop/Semesterarbeit/Chiwan_Q1.npz")
q = Matrix10["p"];
P = sparse(Matrix10["Q"]);
A = sparse(Matrix10["G"]);
h = Matrix10["h"];
l = Matrix10["l"];
# First, we decide to solve the problem with two one-sided constraints using `COSMO.Nonnegatives` as the convex set:
Aa = [-A; A]
ba = [h; -l]
constraint1 = COSMO.Constraint(Aa, ba, COSMO.Nonnegatives);
# Next, we define the settings object, the model and then assemble everything:
settings = COSMO.Settings(verbose=true);
model = COSMO.Model();
assemble!(model, P, q, constraint1, settings = settings);
res = COSMO.optimize!(model);
# Alternatively, we can also use two-sided constraints with `COSMO.Box`:
constraint1 = COSMO.Constraint(A, zeros(3), COSMO.Box(-l, h));
model = COSMO.Model();
assemble!(model, P, q, constraint1, settings = settings);
res_box = COSMO.optimize!(model);
end
so I want
l = Matrix10["l"];
here ll as a Matrix without a limit so, the constraints of the qp would be this form. A*X<h
How should I do in order to make the limits minus infinits.
thank you!!
