How to update the constraints of a multi-stage problem (remove some, add some) and ensure that the values of the relevant variables decided upon do not disappear

Answered

Yu Xingxiang

October 31, 2022 23:58

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I am implementing a multi-stage problem using gurobipy. The problem is continuous and needs to be optimised at each stage.
At each stage some new constraints is added and at the same time the constraint from the previous stage needs to be removed. Here is some of the relevant code:

model.optimize()
constrs_linE = model.getConstrs()
for i in constrs_linE:
    model.remove(i)
model.update()

The problem I am having is that if I delete the old constraint in this way, then the values of the variables that have been decided will no longer exist either.

How do I solve this problem? Thank you.

 

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• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  November 16, 2025 23:26

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum, or try Gurobot, our chatbot interface offering instant, expert-level support.
• 

  Jaromił Najman

  • Gurobi Staff

  November 02, 2022 09:48

  The problem I am having is that if I delete the old constraint in this way, then the values of the variables that have been decided will no longer exist either.

  You should save the solution point values of variables of interest after every optimization step if you need them. You can access the solution point values of variables via the X attribute.

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