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Unbounded constraint

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3 comments

  • JUN ZHOU
    Conversationalist
    First Question

    Let me be clear, I denote I the indicator function. 

    0
  • Jaromił Najman
    Gurobi Staff Gurobi Staff

    Hi Jun,

    For the \(\min\) function, you can use the addGenContrMin method. Note that you will need an additional auxiliary variable to model the \(\min\) function.

    Regarding the indicator constraint. Could you please clarify how exactly you define \(\bf{I}_{(\xi \leq 6)}\). Do you mean

    \[\begin{align*}
    \bf{I} = \begin{cases} 1 &, \xi \leq 6 \\ 0 &, \, \text{otherwise}\end{cases}
    \end{align*}\]

    If yes, then please have a look at the Knowledge Base article How do I model conditional statements in Gurobi? In the article we model a strict inequality and thus need a positive tolerance \(\epsilon > 0\). Since you are modeling \( \leq\), you can ignore \(\epsilon\).

    Best regards, 
    Jaromił

    0
  • JUN ZHOU
    Conversationalist
    First Question

    Hi Jaromił

    Thank a lot for your comment. I'll try it.

    0

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