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How do I pointwise multiply two MVars with the matrix-friendly Python API?

Eli Towle
  • Updated

If you are using Gurobi 10

You can concisely pointwise multiply two MVar objects following numpy's conventions. For example, the expression

$$\begin{align} \begin{bmatrix} u_1 \\ u_2 \\ u_3 \end{bmatrix} = \begin{bmatrix} x_1 y_1 \\ x_2 y_2 \\ x_3 y_3 \end{bmatrix} \end{align}$$

can be constructed as follows:

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)

 

If you are using Gurobi 9.x

In version 9.x, this operation was not supported. The above code results in TypeError: float() argument must be a string or a number, not 'MVar'. 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

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