See algebraic expressions of problem in debug mode or print

Answered

Paul-Niklas Kandora

• June 05, 2024 14:21

Hello,

I have the following toy problem:

import gurobipy as gp
from gurobipy import GRB

# Create a new model
model = gp.Model("quadratic_constraint_problem")

# Add variables
x1 = model.addVar(name="x1", lb=0)
x2 = model.addVar(name="x2", lb=0)

# Set objective function
model.setObjective(x1 + 2 * x2, GRB.MINIMIZE)

# Define the quadratic constraint matrix Q
Q = [[2, 1],
     [1, 2]]

# Add quadratic constraint: x^T Q x <= 1
quad_expr = gp.QuadExpr()
quad_expr += Q[0][0] * x1 * x1 + Q[0][1] * x1 * x2
quad_expr += Q[1][0] * x2 * x1 + Q[1][1] * x2 * x2

model.addQConstr(quad_expr <= 1, "quad_constr")

# Optimize model
model.optimize()

# Print the results
if model.status == GRB.OPTIMAL:
    print("Optimal solution found:")
    print(f"x1 = {x1.x}")
    print(f"x2 = {x2.x}")
    print(f"Objective value = {model.objVal}")
else:
    print("No optimal solution found.")

How can I see the algebraic expression of this problem? This might be very useful, specifically when we have larger scale Q and x.
I mean by algebraic expression something like:

min x[0] + 2 * x[1]
s.t. Q[0][0] * x[0] * x[0] + Q[0][1] * x[0] * x[1] + Q[1][0] * x[1] * x[0] + Q[1][1] * x[1] * x[1] <= 1
x[0] >= 0, x[1] >= 0

Thank you and best regards

Paul

Related to

• Model Files

0

• 

  Simranjit Kaur

  Gurobi Staff

  • June 05, 2024 23:27

  Hi Paul,

  You can export the model in an LP file format using model.write("mymodel.lp") just before the optimize command. The LP file format provides a readable representation of the optimization model, including the objective function, constraints, and variable bounds. For your example model, the LP file will contain:

  \ Model quadratic_constraint_problem
  \ LP format - for model browsing. Use MPS format to capture full model detail.
  Minimize
    x1 + 2 x2
  Subject To
   quad_constr: [ 2 x1 ^2 + 2 x1 * x2 + 2 x2 ^2 ] <= 1
  Bounds
  End  

  Best regards,
  Simran

  0
• 

  Paul-Niklas Kandora

  • June 06, 2024 06:50

  

  

  Dear Simran,

  thanks for the message! This files solves my issue
  
  Best,

  Paul

  0

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