nds on the model
parameters&#8212;not just their sizes. It is straightforward to build such
models in CVX using, say, a Matlab <tt class="docutils literal"><span class="pre">for</span></tt> loop. In order to assign
each of these constraints a separate dual variable, we must find a way
to adjust the number of dual variables as well. For this reason, CVX
supports <em>indexed dual variables</em>. In reality, they are simply standard
Matlab cell arrays whose entries are CVX dual variable objects.</p>
<p>Let us 