How can I efficiently add vector constraint in c++?

Hi,

In my optimization problem I have constraint like this:

Ax==By

A and B are known coefficient matrix, x and y are unknow variables vector.

I'm now adding the constraints in elementwise like:

GRBLinExpra_sm_0_expr=bvar[0] / (2*dynamic_params.ds[0]);

GRBLinExprb_sm_0_expr=bvar[0] /2;

for (int j =0; j < nrdof; ++j) {

GRBLinExpr J_T_f = 0;

for (int i =0; i <dynamic_params.n_manip_obj_contacts; ++i) {

J_T_f += dynamic_params.J_M_sm[i][0](0, j) * M_f_x[i][0] +

dynamic_params.J_M_sm[i][0](1, j) *M_f_y[i][0] +

dynamic_params.J_M_sm[i][0](2, j) *M_f_z[i][0] +

dynamic_params.J_M_sm[i][0](5, j) *M_tau_z[i][0];

}

model.addConstr((dynamic_params.Mass_M_sm[0](j) * a_sm_0_expr +dynamic_params.Cor_M_sm[0](j) * b_sm_0_expr +

dynamic_params.Grvty_M_sm[0](j)) <=tau_ub(j) + J_T_f, "Force_Init_UB_"+std::to_string(j));

model.addConstr((dynamic_params.Mass_M_sm[0](j) * a_sm_0_expr +dynamic_params.Cor_M_sm[0](j) * b_sm_0_expr +

dynamic_params.Grvty_M_sm[0](j)) >=tau_lb(j) + J_T_f, "Force_Init_LB_"+std::to_string(j));

}

which is element-wise add the constraints.

I also check the method here:
https://support.gurobi.com/hc/en-us/articles/360039888911-How-do-I-efficiently-add-constraints-using-std-vector-in-C, and I modify my code in this:

for (int j =0; j < nrdof; ++j) {

GRBLinExpr J_T_f = 0;

// Use addTerms to combine terms for manipulative contacts

for (int i =0; i <dynamic_params.n_manip_obj_contacts; ++i) {

std::vector<double> coeffs = {

dynamic_params.J_M_sm[i][0](0, j),

dynamic_params.J_M_sm[i][0](1, j),

dynamic_params.J_M_sm[i][0](2, j),

dynamic_params.J_M_sm[i][0](5, j)

};

std::vector<GRBVar> M_f_terms = {M_f_x[i][0], M_f_y[i][0], M_f_z[i][0], M_tau_z[i][0]};




J_T_f.addTerms(coeffs.data(), M_f_terms.data(), M_f_terms.size());

}

// Add constraints using the constructed expression

model.addConstr(dynamic_params.Mass_M_sm[0](j) * a_sm_0_expr +dynamic_params.Cor_M_sm[0](j) * b_sm_0_expr +

dynamic_params.Grvty_M_sm[0](j) <=tau_ub(j) + J_T_f, "Force_Init_UB_"+std::to_string(j));

model.addConstr(dynamic_params.Mass_M_sm[0](j) * a_sm_0_expr +dynamic_params.Cor_M_sm[0](j) * b_sm_0_expr +

dynamic_params.Grvty_M_sm[0](j) >=tau_lb(j) + J_T_f, "Force_Init_LB_"+std::to_string(j));

}

but I think it is similar like we can only add one constraint for one element in a row of the vector at one times. Is there any more efficient way to build the constraint that vector==vector?

Thanks,

Yuhao

David Torres Sanchez

Gurobi Staff

August 15, 2024 11:11

As noted in the article,

Concerning adding multiple constraints in one call (documentation about addConstrs):

We recommend that you build your model one constraint at a time (using addConstr), since it introduces no significant overhead and we find that it produces simpler code.

You can use GRBModel::addConstrs()

Cheers,
David

Yuhao Zhang

August 16, 2024 12:00

Thanks David,

using GRBModel::addConstrs() is a little bit faster, but not much.
But thanks anyway.

How can I efficiently add vector constraint in c++?

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