Create constraints for list variable in CVXPY

Question 1

In CVXPY I created a variable called "contracts", which includes 126 elements.

contracts = cp.Variable(126, integer=True)

I have two pandas series (1x126) with min and max values for each of the 126 elements (called "min_contracts" and "max_contracts"). In order to massively add constraints for each of the 126 elements of my variable, I tried the following:

constraints = [min_contracts <= contracts, contracts <= max_contracts]

but I get the following AttributeError: 'Series' object has no attribute 'parameters' . What could I try? Thanks

Question 2

I realized that I need to transform the pandas series into lists.

Adding the following fixed the issue

min_contracts = min_contracts.tolist()
max_contracts = max_contracts.tolist()

younggotti · Answer 1 · 2021-10-24T10:33:37

I realized that I need to transform the pandas series into lists.

Adding the following fixed the issue

min_contracts = min_contracts.tolist()
max_contracts = max_contracts.tolist()

Create constraints for list variable in CVXPY

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