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Addind nested variable bounds

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  • Official comment
    Simranjit Kaur
    • Gurobi Staff
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  • David Torres Sanchez
    • Gurobi Staff

    Hi Birkan,

    You can add these separately as standard constraints. As opposed to including them in the variable definition you are trying.

    for i in I:
    model.addConstr(w_u[i] >= w_m[i])
    model.addConstr(w_m[i] >= w_l[i])

    For the strictly greater than 0 bound you can adapt the idea described at: Why doesn't Gurobi support strict inequality constraints like x < a?

    Cheers, 
    David

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