Infeasibility due to modelling the constraints

Answered

V priya

• July 08, 2024 04:47

import numpy as np
import cvxpy as cp
import gurobipy as gp
from gurobipy import GRB

n = 5  

U_lower_bar_a1 = np.zeros((n, n))   
U_upper_bar_a1 = np.zeros((n, n))   
 

s = 0.03

U_lower_bar_a1[0][0] = -s
U_lower_bar_a1[0][1] = -s
U_lower_bar_a1[0][n-2] = -s
for row in range(1, n-4):     
    U_lower_bar_a1[row][row-1] = -s
    U_lower_bar_a1[row][row] = -s
    U_lower_bar_a1[row][row+1] = -s
    U_lower_bar_a1[row][row+2] = -s
    U_lower_bar_a1[row][n-2] = -s
 
U_lower_bar_a1[n-4][n-5] = -s
U_lower_bar_a1[n-4][n-4] = -s
U_lower_bar_a1[n-4][n-3] = -s
U_lower_bar_a1[n-4][n-2] = -s

U_lower_bar_a1[n-3][n-4] = -s
U_lower_bar_a1[n-3][n-3] = -s
U_lower_bar_a1[n-3][n-1] = -s
U_lower_bar_a1[n-2][0] = -0.6
U_lower_bar_a1[n-2][n-2] = 0
U_lower_bar_a1[n-2][n-1] = 0
U_lower_bar_a1[n-1][n-1] = -s
U_lower_bar_a1[n-1][n-2] = -s
U_lower_bar_a1[n-1][n-3] = -s

###################################################

U_upper_bar_a1[0][0] = s
U_upper_bar_a1[0][1] = s
U_upper_bar_a1[0][n-2] = s
for row in range(1, n-4):     
    U_upper_bar_a1[row][row-1] = s
    U_upper_bar_a1[row][row] = s
    U_upper_bar_a1[row][row+1] = s
    U_upper_bar_a1[row][row+2] = s
    U_upper_bar_a1[row][n-2] = s
 
U_upper_bar_a1[n-4][n-5] = s
U_upper_bar_a1[n-4][n-4] = s
U_upper_bar_a1[n-4][n-3] = s
U_upper_bar_a1[n-4][n-2] = s

U_upper_bar_a1[n-3][n-4] = s
U_upper_bar_a1[n-3][n-3] = s
U_upper_bar_a1[n-3][n-1] = s
U_upper_bar_a1[n-2][0] = -0.2
U_upper_bar_a1[n-2][n-2] = 0.3
U_upper_bar_a1[n-2][n-1] = 0.3
U_upper_bar_a1[n-1][n-1] = s
U_upper_bar_a1[n-1][n-2] = s
U_upper_bar_a1[n-1][n-3] = s

 
 

###################################################

 

mdl = gp.Model('X')
 
U_a1 = mdl.addMVar((n, n),   vtype=GRB.CONTINUOUS, name='U_a1')
 

 
  
mdl.setObjective(1, sense=GRB.MINIMIZE)
 
 
#mdl.addConstrs( U_a1[i,j]  >= U_lower_bar_a1[i,j] for i in range(0,n) for j in range(0,n))
mdl.addConstrs( U_a1[i,j]  <= U_upper_bar_a1[i,j] for i in range(0,n) for j in range(0,n))
 
mdl.optimize()

 

 

 

For the above code, I am getting an infeasible model because the upper bound (U_upper_bar_a1) has a negative component. Is there a better way to model it, since only one component is negative ? 

0

• 

  Simranjit Kaur

  Gurobi Staff

  • July 08, 2024 04:51

  Hi Priya,

  Variables in Gurobi, by default, take a lower bound of zero. If you expect a variable to take a negative value, please set its lower bound to an appropriate negative value.

  Best regards,
  Simran

  0
• 

  V priya

  • July 08, 2024 05:00

  

  

  

  Thank you for the response.I uncommented the following also :

  mdl.addConstrs( U_a1[i,j]  >= U_lower_bar_a1[i,j] for i in range(0,n) for j in range(0,n))

   But I am getting an infeasible model. Could you please help?

  0
• 

  Simranjit Kaur

  Gurobi Staff

  • July 08, 2024 05:15

  Hi Priya,

  Uncommenting the following constraint will not help since the variable lower bound is still set to 0 by default.

  mdl.addConstrs( U_a1[i,j]  >= U_lower_bar_a1[i,j] for i in range(0,n) for j in range(0,n))

  You can define the lower bound and upper bound of your MVar variable U_a1 to the arrays U_lower_bar_a1 and U_upper_bar_a1 as follows:

  U_a1 = mdl.addMVar((n, n), lb=U_lower_bar_a1, ub=U_upper_bar_a1,  vtype=GRB.CONTINUOUS, name='U_a1')

  I hope this helps.

   

  Cheers,
  Simran

   

   

  0

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