Constraint involves log

Answered

XIAO ROU YU

May 23, 2024 11:10 Edited

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I want to use Gurobi solve a problem with log constraint

The origin CVXPY code is:

w = cp.Variable((n, 1))
Z = cp.Variable((n, N))

for j in range(N):

column_Zj=cp.reshape(Z[:, j], (-1, 1))

log_expression=-cp.log(1+ (w.T @ R_stack)) +column_Zj.T @ R_stack

constraints.append(log_expression <=-s[:,j])

And I tried to turn into Gurobi code:

w = model.addMVar((n, 1), name="w")
w_t = w.transpose()
Z = model.addMVar((n, N), name="Z")

for j in range(N):

column_Zj=Z[:, j]

column_Zj_t=column_Zj.transpose()

x=model.addVar(name="x", lb=-1)

y=model.addVar(name="y", lb=-1000)

model.addConstr(x == 1+ (w_t @ R_stack), name="log inside")

model.addGenConstrLog(x, y, name="log")

log_expression=model.addVar(name="log_expression")

model.addConstr(log_expression == -y + column_Zj_t @ R_stack)

model.addConstr(log_expression<=-s[:, j], name=f"log_expr")

model.Params.FuncNonlinear=1

model.setParam('MIPGap', 0)

 

 But when using Gurobi to solve, I got the solution :

Model is infeasible or unbounded Best objective -, best bound -, gap -

 

I think the two code above is the same, it seems that the Gurobi code is wrong

I can't find the error

Related to

• General Constraints
• Infeasible

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• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  November 13, 2026 01:24

  This post is more than two years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum, or try Gurobot, our chatbot interface offering instant, expert-level support.
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  Riley Clement

  • Gurobi Staff

  May 24, 2024 12:50

  Hi Xiao,

  By default Gurobi variables have a default lower bound of 0.

  Could this cause the issue here?

  - Riley

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  XIAO ROU YU

  May 25, 2024 15:16

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  Hi Riley,

  Thanks for answering.

  I tried to set the variables who may be negative to a negative lower bound,

  but still encountered an infeasible model.

  Therefore, I suspect there may be an error in the code for the log term,

  but I cannot find the error.

  0
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  Riley Clement

  • Gurobi Staff

  May 25, 2024 16:02

  Hi Xiao,

  I would suggest the following article will help
  How do I determine why my model in infeasible?

  - Riley

  0

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