Maximum of two values
AnsweredHi.
In my model coded in Python, after getting the optimal values of some variables, I built a mathematical expression to get a number, i.e.
for i in I:
y[i] = max(0, y[i-1]+ a*z[i-1])
Here z[i-1] and and y[i-1] are variables' optimal values obtained by solving an optimization model. I'm trying to make y[i] equal to zero if the second expression within the paranthesis takes a negative value.
However, I am getting a "NotImplementedError" error code due to the "max" operation.
Could you kindly help me to solve this problem? Thank you in advance.
Sakir.
s
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Hi Sakir,
first of all, the max_() method in Guroby Python has a slightly different syntax - take a look at the documentation.
On top of this, the max_() method takes variables as arguments and not linear expressions. You might want to try something along the lines of:
aux = model.addVars(I, vtype="C", name="aux")
for i in I
model.addLConstr(aux[i] == y[i-1] + a*z[i-1])
model.addConstr(y[i] == max_(aux[i], constant=0))Hope this helps.
Best regards
Jonasz0 -
Also, the article How do I model logical and general expressions? may be of use when using max in a constraint in gurobipy.
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Hi,
Thank you so much for your quick response. The equation I shared is not a constraint. After solving the constrained optimization model, I'd like to make a straightforward mathematical operation. Actually, when I tried the following, the problem is solved.
y[i] = max(0, y[i-1].X+ a*z[i-1].X)
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