How to include scalars in the objective using c++

Answered

Laura Lor

June 30, 2023 14:09

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Hi, 

I have a problem in which I want to minimize (Ax + B(y + 1)) where A and B are scalars and x,y are boolean variables. I am using the function

GRBaddvars(model, num_var, 0, NULL, NULL, NULL, objective, zlb, zub, zctype, colnames);

GRBsetintattr(model, GRB_INT_ATTR_MODELSENSE, GRB_MINIMIZE);

where objective is defined as:

 objective = new double[num_var];

    for (i = 0; i < num_var; i++)
        objective[i] = 0.0;

    for (r = 0; r < varX; r++) {
         objective[X[r]] = A; // 

    }

    for (r = 0; r < varY; r++) {
         objective[Y[r]] = B; // 

    }

 

but I don´t know how to include the scalar B. 

My current solution is that the objective is to minimize (Ax + By), so +B is missing. How can I include this in my current implementation? 

Thanks. 

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• C++

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• 

  Jaromił Najman

  • Gurobi Staff

  July 04, 2023 07:21

  Hi Laura,

  There are 2 ways to achieve adding a constant to your objective.

  You could use the setObjective method instead of setting the \(\texttt{obj}\) attribute for your variables.

  The second approach, which probably fits your current code better, is to introduce a dummy variable with lower and upper bound equal to \(1\) and set its objective attribute to \(\texttt{B}\).

  Best regards, 
  Jaromił

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