Hi everyone!
In using DynamicPolynomials
, SumOfSquares
, and CSDP
, I have set up my objective function and constraints like so:
m = 2
@polyvar x[1:m]
p = x[1]^2 + x[2]^2
S = @set x[1] >= 0 &&
x[1] <= 1 &&
x[2] <= 0 &&
x[2] <= 1 &&
sum(x) == 1
(This is from the documentation Polynomial Optimization · SumOfSquares)
This works fine for fixed m = 2, but I want to be able to @set
my constraints for a multinomial in an arbitrary number of variables; I don’t want to type x[i] >= 0 && x[i] <= 1
m times. How can I achieve this?
P.S. In my adventures I tried doing something like using reduce(add, [x[i] >= 0 for i = 1:m])
where add(a, b)
is defined as a && b
, but that didn’t work.