Dynamic Programming, MILP, MINLP as well as CVX, Matlab tools etc. are very used for energy flow optimization in microgrids and smart grids.

In my works I can approximate battery non linearity (i.e. charging and discharging efficiencies) through Dynamic Programming.

How can I do the same in CVX?

In particular, how can I implement this equation:

SoC[k]=SoC[k-1]+(Ech[k]*0.95)+(Edch[k]/0.95)

where 0.95 is the battery efficiency in both charging and discharging modes.

Considering that Ech and Edch are complementary variables, namely if one is different to 0 the other must be kept equal to 0 at the same time slot (i.e. k in formula).

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