Create expanding input for linprog optimization
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Hi,
I'm trying code an expanding constraint limitation vector for a linprog optimization that has to be able to run for any number of stages.
Basically, what I need is a way to create the following input for each linprog loop:
Loop 1: B*x1
Loop 2: B*x2 - B*x1
Loop 3: B*x3 - B*x2 - B*x1
Loop... and so on.
x_n being the output(s) of the linprog from previous loop(s) and x1 the output from an initial linprog.
Any ideas?
Cheers, Simon
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