gurobi python zero arrays with some entries variables

Answered

Tetiana Parshakova

November 09, 2023 23:09

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is it possible in gurobi to have a variable that is zero matrix with some entries being scalar gurobi expressions? eg, the code

Q = np.diag([1, 2, 3])

A = np.array([ [1, 2, 3], [1, 1, 0] ])

b = np.array([4, 1])

model = gp.Model()

x = model.addVar(ub=1.0, name='x') # Create three variables in [0,1]

y = model.addVar(ub=1.0, name='y')

vec = np.zeros((3, 1), dtype=object)

vec[0,0] = x

vec[1,0] = y

model.setObjective(vec.T @ Q @ vec)

model.addConstr(A@vec >= b)

model.optimize()

gives me the following error

GurobiError: Unable to convert argument to an expression

Related to

• Matrix API

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  Mario Ruthmair

  • Gurobi Staff

  November 14, 2023 19:37

  Hi Tetiana,

  If I understood you correctly, instead of having a 3-dimensional variable vector, you want to replace the third variable with a scalar, right? What exactly do you want to achieve?
  If you have a large variable vector where just a few entries are already fixed, you could set the lower and upper bounds of the corresponding fixed variables to the desired scalar. Then, Gurobi will remove the variable in presolving.

  Best regards,
  Mario

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