To specify an optimization problem one first defines the optimization variables (see section 10.1), and then defines the objective and constraint functions using linear operations (vector addition and subtraction, matrix-vector multiplication, indexing and slicing) and nested evaluations of max(), min(), abs() and sum() (see section 10.2).

• 10.1 Variables
• 10.2 Functions
• 10.3 Constraints
• 10.4 Optimization Problems
• 10.5 Examples