Calculation of norm of a constraint in a relaxed problem

Answered

SAKIR KARAKAYA

March 09, 2023 05:31

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Hi. I'd like to add the L2 norm of two constraint sets to the objective function of my augmented lagrangean relaxed model, e.g., L2 norm of llAx-bll+llBy-cll.

I tried to use norm(Ax-b, 2), but it did not work with a TypeError of "unsupported operand type(s) for +=: 'gurobipy.LinExpr' and 'GenExprNorm'".

I'll really appreciate if you could tell me how I can solve this problem.

Thank you in advance.

  

Related to

• Python
• General Constraints

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• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  November 13, 2026 01:47

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• 

  Jonasz Staszek

  • Community Moderator

  March 09, 2023 12:49

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  Hi Sakir,

  I'm not sure I got your question right, but let me give it a shot.

  I would suggest the following approach:

  # I assume A and b are constants and x is defines as Gurobi variable
  z = model.addVar()
  nz = model.addVar()
  model.addLConstr(z == A*x - b)
  model.addConstr(nz == gp.norm([z], 2.0))

  Hope this helps.

  Best regards
  Jonasz

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  SAKIR KARAKAYA

  March 09, 2023 18:19

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  Dear Jonasz,

  Yes, it worked. Thank you so much.

  Best regards.

  Sakir.

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