Calculation of norm of a constraint in a relaxed problem

Answered

SAKIR KARAKAYA

• March 09, 2023 05:31

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

0

• 

  Jonasz Staszek

  Community Moderator

  • March 09, 2023 12:49

  

  

  

  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

  0
• 

  SAKIR KARAKAYA

  • March 09, 2023 18:19

  

  

  

  Dear Jonasz,

  Yes, it worked. Thank you so much.

  Best regards.

  Sakir.

  0

Please sign in to leave a comment.