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I am trying to understand which is the best way to construct the parameters using the cvxpy engine.

I have seen this post: more of list-like way of constructing constraints etc

and this post: more matrix-like notation way of constructing constraints etc.

I want to ask: is there any problem following either "notation" ?

Thanks

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There is not difference but I would suggest using matrices as the optimization problems are more intuitive when looking at matrices. When I did this it helped to recognize what the diagonals of the matrix meant, etc. And for simple linear optimization Ax=b it is better to think of A as the matrix, and x and b as vectors (also matrices technically but whatever). Hope this helps. I would also use Python or R for these types of things. The optimizers are great in Python and I think it is more intuitive the inputs you will use

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