ParametricConvexOptimization

ParametricConvexOptimization[f, cons, vars, pars] gives a ParametricFunction object that finds values of variables vars that minimize the convex objective function f subject to convex constraints cons with parameters pars.

• ParametricConvexOptimization[..., "prop"] specifies what solution property "prop" should be returned by the ParametricFunction object.

Examples

Create a parametric optimizer:

pf = ParametricConvexOptimization[x^2 + p x, {x >= 0}, {x}, {p}];
pf[2]

Get minimum value:

ParametricConvexOptimization[obj, cons, vars, pars, "PrimalMinimumValue"]

Please visit the official Wolfram Language Reference for more details.