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View Code? Open in Web Editor NEWAdds a leximin objective to cvxpy.
License: Apache License 2.0
Adds a leximin objective to cvxpy.
License: Apache License 2.0
Currently the readme says:
The [cvxpy](https://github.com/cvxpy/cvxpy)_leximin package extends cvxpy by adding support for optimization in [leximin order](https://en.wikipedia.org/wiki/Leximin_order). It adds the Leximin objective, which takes several expressions as arguments. Solving a problem with the Leximin objective aims to maximize the smallest objective; subject to this, the next-smallest objective; and so on.
This is confusing, because it is not defined how "the smallest objective" relates to the "several expressions". Is each expression an objective? If so, don't use two different words for the same thing. Also, "subject to this" needs a proper definition - does it mean that if two or more smallest objectives have equal maximum values, then the next-smallest are compared (and so on)?
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