Formulating expression to minimize the variance of a list of values in GurobiPy

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Koustav Chanda

• September 13, 2023 09:23

How do i formulate an expression which will reduce the variance of a list of variables in GurobiPy.

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  Lennart Lahrs

  Gurobi Staff

  • September 13, 2023 10:29

  Hi Koustav,

  I hope the code snippet below helps. Without additional constraints, the variance will always be zero.

  import gurobipy as gp
  
  model = gp.Model("Minimize Variance")
  
  n = 10
  x = model.addVars(n, name=f"x")
  
  mean = x.sum() / n
  variance = gp.quicksum((x[i] - mean) ** 2 for i in range(n))
  model.setObjective(variance / n)
  
  # TODO: Add other constraints
  
  model.optimize()

  Did this answer your question?

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  Koustav Chanda

  • September 13, 2023 16:20

  

  

  

  Hi Lennart,
  While following your direction i am facing this issue

  AttributeError: 'gurobipy.QuadExpr' object has no attribute 'getVar'. Did you mean: 'getVar1'?

  But the code is executing without any error if I remove the square part(**2, though its not the right solution). Can you help me with this?

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  Lennart Lahrs

  Gurobi Staff

  • September 14, 2023 07:43

  Hi Koustav,

  Unfortunately, I was not able to reproduce the error. Can you please share which gurobipy and Python version you are using? Did you already add any other code to the code snippet above? If so, could you please share?

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