Problem: Create an Optimization Problem

In CVXR: Disciplined Convex Optimization

Create an Optimization Problem

Description

Constructs a convex optimization problem from an objective and a list of constraints. Use psolve to solve the problem.

Usage

Problem(objective, constraints = list())

Arguments

objective	A Minimize or Maximize object.
constraints	A list of Constraint objects (e.g., created by ==, <=, >= operators on expressions). Defaults to an empty list (unconstrained).

Value

A Problem object.

Known limitations

• Problems must contain at least one Variable. Zero-variable problems (e.g., minimizing a constant) will cause an internal error in the reduction pipeline.

Examples

x <- Variable(2)
prob <- Problem(Minimize(sum_entries(x)), list(x >= 1))

CVXR documentation built on March 6, 2026, 9:10 a.m.