PartialProblem: Partial optimization of a Problem

PartialProblemR Documentation

Partial optimization of a Problem

Description

A PartialProblem is an Expression that represents the optimal value of an inner Problem as a function of the variables you choose NOT to optimize over. Build one with partial_optimize() rather than constructing the class directly.

Usage

PartialProblem(
  prob,
  opt_vars,
  dont_opt_vars,
  solver = NULL,
  solve_kwargs = list(),
  id = NULL
)

Value

A PartialProblem object: an Expression whose value is the optimal value of the inner problem with the remaining variables held fixed, usable as an objective or constraint term of an outer problem.


CVXR documentation built on Oct. 19, 2026, 5:07 p.m.