Modifying Existing Constraints

[XB G]

Dear Johan,

Here is a toy example of my question.

% this is the initial problem

sdpvar x;

obj = -x;

constr0 = [ x <= 1];

optimize(constr0, obj)

value(x)

% some additional changes required, and I prefer to modify existing constraint constr0

% I want to solve minimize -x, subject to x+s <= 1, s>= 0

% Is the code below correct?

a = sdpvar(constr0);

sdpvar s;

constr1 = [a-s >= 0, s>=0] ;

optimize(constr1, obj)

value(x), value(a), value(s)

A more general version: currently I have the constraint F = [f(x) <= 0];

let a = sdpvar(F), what I need is the constraint like F1 = [ f(x)+g(y) <=0 ], where y are new variables. What is the right way to formulate it using a and F ?

Thanks!

[Johan Löfberg]

All constraints are internally saved as f(x) >= 0, so to change F = [fx <= 0] to fx + gy <= 0 you would have to do -sdpvar(F) + gy <= 0

Although that looks like good way to make your code unreadable. Why not simply define the constraints using standard code.

[XB G]

The constraint constr0 is passed into a function, is there any way for YALMIP to modify it using standard code?

[Johan Löfberg]

No, then you would have to restructure your code if you want to keep it clean