How to print the cost function in every step of optimization in Gurobipy?

Answered

Shadi Beheshti

August 07, 2023 18:26

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I am going to plot cost function (feval) in terms of iterations in Gurobipy?

Could you please help me how to do that?

The code is in the foolowing:

import gurobipy as gp
gurobipy_model = gp.Model("gurobi")
x = [gurobipy_model.addVar(vtype=gp.GRB.CONTINUOUS, name="x%s" % i, lb=0, ub=1) for i in range(len(Sigma))]


objective = sum([Mu[i][0] * x[i] for i in range(len(Mu))])
objective -= 2 * sum(
        [Sigma[i][j] * x[i] * x[j] for i in range(len(Mu)) for j in range(len(Mu))]
   )

gurobipy_model.setObjective(objective,gp. GRB.MAXIMIZE)

GurobiOptimizer().solve(qp2)

Thanks

Related to

• Log Files

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  Riley Clement

  • Gurobi Staff

  August 11, 2023 01:02

  Hi Shadi,

  The better approach is probably to use grblogtools to read your logfiles and produce plots.  This is what we're using on a daily basis internally at Gurobi.

  Do you think that would get you what you're after?

  - Riley

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