In version 9.0 and later of Gurobi, you may see the following error when trying to add two-sided constraints like 1 <= x <= 2 through the Python API:
GurobiError: Constraint has no bool value (are you trying "lb <= expr <= ub"?)
Adding two-sided constraints is not supported in Gurobi 9.0. Although the same syntax did not result in an error in Gurobi 8.1.1 and earlier, adding two-sided constraints was not supported and the behavior was not as expected. This is noted in the Gurobi 8.1.1 documentation here:
"Note that double inequality constraints, like 1 <= x + y <= 2 or 1 <= x[i] + y[i] <= 2 for i in range(3) are NOT supported in this API, and will result in one of the inequalities to be silently disregarded, which will result in unexpected behavior."
For example, consider the following code:
m = Model()
x = m.addVar(name="x")
m.addConstr(1 <= x <= 2, name="twosided")
In Gurobi 8.1.1, this results in the following model (in LP format):
Minimize
Subject To
twosided: x <= 2
Bounds
End
Note that the constraint 1 <= x is missing. Gurobi 9.0 actively prohibits this syntax by throwing an error, preventing unexpected behavior like this. Instead, each of the two constraints can be added to the model separately:
m.addConstr(1 <= x, name="lefthandside")
m.addConstr(x <= 2, name="righthandside")