Slow rate of adding large number of constraints

Ongoing

JIN YI Yong

• February 21, 2023 15:03

Hi, I am trying to add a large number of constraints to my model. The problem is an electric vehicle charging coordination problem where I need to add constraints for each time slot, for each vehicle for each scenario (solar generation scenario). The shape of my variable is (100, 300, 48) which results in > 1mil constraints. 

I am facing difficulties in adding the constraints, particularly the performance is very slow. Below is the code used:

    for s in range(nbScenarios):
        # time the loop
        start = time.time()
        for i in range(nbStations):
            expr = SOC[s, i, tHin[i]]
            for t in range(nbTime):
                if t <= tHin[i]:
                    model.addConstr(SOC[s, i, t] == SOC_vec[i])
                if t > tHin[i] and t <= tHout[i]:
                    model.addConstr(
                        SOC[s, i, t]
                        == SOC[s, i, t - 1]
                        + DayAheadChargingPower[s, i, t] * timeInterval / BatteryCapacity[i]
                    )
                if t > tHout[i]:
                    model.addConstr(SOC[s, i, t] == SOC[s, i, tHout[i]])
    
                expr += DayAheadChargingPower[s, i, t] * timeInterval / BatteryCapacity[i]
            
            
            model.addConstr(expr == 1)

Related to

• Python
• General Constraints

0

• 

  Jaromił Najman

  Gurobi Staff

  • February 27, 2023 08:40

  Could you please share a minimal reproducible example? Right now, the code snippet is not reproducible.

  You should try avoiding the \(\texttt{+=}\) operator when building many possibly large linear expressions. Instead, you could use the addTerms method, where you could add all terms w.r.t. the \(\texttt{t}\) index at once.

  1
• 

  JIN YI Yong

  • February 27, 2023 09:53
  • Edited

  

  

  

  Hi Jaromił Najman ,

  Thank you for your help!
  
  I realized that using MVars made it slow, switching to addVars instead has made adding the above provided constraints in 0.12s. However I still have slow model building with another constraint that involves linearizing the constraint. Provided below is a minimal reproducible example.

  import gurobipy as gb
  from gurobipy import GRB
  import time
  
  if __name__ == "__main__":
      nbScenarios = 100
      model: gb.Model = gb.Model("coordination")
  
      nbStations = 300
      nbTime = 48
      timeInterval = 0.5
  
      # maximum charging power of each EV, in kW, using level 2 charging
      maxChargingPower = 19
  
      DayAheadOnOffChargingStatus = model.addVars(
          nbScenarios,
          nbStations,
          nbTime,
          vtype=gb.GRB.BINARY,
          name="DayAheadOnOffChargingStatus",
      )
  
      DayAheadChargingPower = model.addVars(
          nbScenarios,
          nbStations,
          nbTime,
          lb=0,
          ub=maxChargingPower,
          vtype=gb.GRB.CONTINUOUS,
          name="DayAheadChargingPower",
      )
  
      # time to make charging power linear
      start = time.time()
  
      DayAheadChargingPowerLinearized = model.addVars(
          nbScenarios,
          nbStations,
          nbTime,
          lb=0,
          ub=maxChargingPower,
          vtype=GRB.CONTINUOUS,
          name="DayAheadChargingPowerLinearized",
      )
  
      for s in range(nbScenarios):
          for i in range(nbStations):
              for t in range(nbTime):
                  DayAheadChargingPowerLinearized_s_i_t = DayAheadChargingPowerLinearized[
                      s, i, t
                  ]
                  DayAheadOnOffChargingStatus_s_i_t = DayAheadOnOffChargingStatus[s, i, t]
                  DayAheadChargingPower_s_i_t = DayAheadChargingPower[s, i, t] 
                  
                  model.addConstr(
                      DayAheadChargingPowerLinearized_s_i_t
                      <= maxChargingPower * DayAheadOnOffChargingStatus_s_i_t
                  )
                  model.addConstr(
                      DayAheadChargingPowerLinearized_s_i_t
                      <= DayAheadChargingPower_s_i_t
                  )
                  model.addConstr(DayAheadChargingPowerLinearized_s_i_t >= 0)
                  model.addConstr(
                      DayAheadChargingPowerLinearized_s_i_t
                      >= DayAheadChargingPower_s_i_t
                      - (1 - DayAheadOnOffChargingStatus_s_i_t) * maxChargingPower
                  )
      end = time.time()
      print("Time to add charging power linearization constraints: " + str(end - start))
      model.update()

   

  Thank you for your time and I appreciate the help!

  On a side note: How do I add code blocks with copy and pasting from my editor? It is hard to format the code in the forum itself.

  Best,
  Jin Yi

  0

Please sign in to leave a comment.