Constraint function

[tman]

Thanks a lot. Here are my attempts. The constraints are not obeyed in the results

N = 1; 
T =24;
P = 10
E = 20 
dt = 1 # 
eta_c = 0.8 
eta_d = 0.9 
e0 = 0.95* E 
t = 0.02

p_c = np.linspace(0, P, T, endpoint=True)  
p_d = np.linspace(0, P, T, endpoint=False)   
A =   np.tri(T)     # lower trinagular matrix
II = np.ones(T)
e = cp.Variable((T,N))

e = t*II*x0 + eta_c*A@p_c - A@p_d/eta_d 
e[0] = e0
# use a for loop to define the unit constriant over each time period
const = []
for k in range(T-1):  # go through each period
#         const.append(x[0] == e0)
        #e[k+1] = t*x[k] + eta_c*p_c[k] - p_d[k]/eta_d 

        p_c[k]*p_d[k] == 0               
        p_c[k] >= 0           
        p_c[k] <= P           
        p_d[k] >= 0            
        p_d[k] <= P            
        e[k+1] >= 0
        e[k+1] <= E

Yoriz write Dec-27-2022, 01:35 PM:
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