It is not currently possible to concisely pointwise multiply two MVar objects:
$$\begin{align} \begin{bmatrix} u_1 \\ u_2 \\ u_3 \end{bmatrix} = \begin{bmatrix} x_1 y_1 \\ x_2 y_2 \\ x_3 y_3 \end{bmatrix}. \end{align}$$
The following code results in TypeError: float() argument must be a string or a number, not 'MVar':
import gurobipy as gp
import numpy as np
m = gp.Model()
x = m.addMVar(3)
y = m.addMVar(3)
u = m.addMVar(3)
m.addConstr(u == x * y) # error!
Instead, these constraints can be added row-by-row. For example:
import gurobipy as gp
import numpy as np
m = gp.Model()
x = m.addMVar(3)
y = m.addMVar(3)
u = m.addMVar(3)
m.addConstrs(u[i] == x[i] @ y[i] for i in range(3))
Note: Gurobi 9.0 introduced the first version of the Python matrix API. The developers are continually working to improve the usability of the matrix API.
Further information
- How do I multiply two MLinExpr objects together with the matrix-friendly Python API?
- How do I pointwise multiply a numpy vector with a (1,) MVar with the matrix-friendly Python API?
- How do I multiply an array and a 2-D MVar object using the matrix-friendly Python API?
- How do I pointwise multiply an array and an MVar with the matrix-friendly Python API?