Indexed parameters and variables
Many optimization problems contain a sequence of variables or parameters, indexed by time or some other offset. For example, in a model predictive control (MPC) problem, the state variables are typically . Rather than declare all variables individually, CVXGEN provides special syntax to work with indexed variables. Here are some examples:
A[i] (m,n) nonnegative, i=1..3
x[t] (n), t=0..T
In CVXGEN's output, these will be indexed with a superscript, bracketed index, such as .