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getting decision varaibles from current solution to update Lagrange multipliers using subgradient method

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  • Jaromił Najman
    Gurobi Staff Gurobi Staff


    Could you please try to simplify the computation of \(\texttt{b_Ax}\) to try to localize the source of the error.

    First try

    b_Ax = (demand[h,t,p] for h in ... for p in ... for t in ...)

    If this works then proceed with

    b_Ax = (demand[h,t,p] - sum(...) for h in ... for p in ... for t in ...)

    and so on until you find the exact source of error.

    My guess is that you cannot multiply the object generated by \(\texttt{sum}\) with \(\texttt{1-p_b[t]}\), but you can avoid it by writing

    b_Ax = (demand[h,t,p] - sum(...) + sum(QW_wh_[w,h,t,p].x * p_b[p] ...) ...)

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