The fix! function in the Convex.jl packages allows to fix the value of a variable to a constant during the optimization.
I was wondering how I can get the same result with a multi-dimensional variable for which I want to fix only certain regions of the variable.
To illustrate my question, imagine I have a (n, k) Variable array over which I am running an optimization procedure in several steps. After each step I want to fix some of the rows of this array so that they cannot change during the next optimization step. Ideally I could do something like:
… solving problem …
But this doesn’t seem to work.
Any idea on how to tackle this problem ?
Thanks for your help.