Gurobi combine two constraints

Answered

PTS Singapore

• January 12, 2023 01:56

We end up with two constraints from two different business inputs.

0.1 x1 - 0.2 x2 - 0.1x3 + 0.123 x4 ..... +0.07xn <=  -2000

0.01 x1 - 0.122 x2 - 0.345x3 + 0.321 x4 ..... +0.107xn <= -1200

Is it possible to reduce to a single constraint ? Does it speed up gurobi optimizer?

Related to

• Formulation

0

• 

  Matthias Miltenberger

  Gurobi Staff

  • January 12, 2023 11:23

  It may not be possible to combine such constraints into one. It may also not be beneficial for performance.

  If you have parallel constraints in your model, you can combine them, but the same is not necessarily true for arbitrary constraints - even if they contain the same set of variables.

  In any case, you can rely on Gurobi's presolving techniques to reduce the problem in a way that is both numerical stable and improves performance.

  If you want us to inspect a specific model instance, please open a Support ticket so we can handle this internally.

  Cheers,
  Matthias

  0

Please sign in to leave a comment.