Integrating OR operator without losing linearity

Answered

Adam Lakatos

• August 24, 2024 11:50
• Edited

Hi,

I am quite new to the optimisation scene and I am trying to figure out how I could integrate a component into my optimisation that excludes two of my variables from being positive at the same time without introducing non-linearities. (Specifically, in battery optimisation charging and discharging shouldn't happen at the same time). Is there a neat trick to get around the problem? (e.g. charging * discharging == 0 introduces non-linearities)

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• 

  Ryuta Tamura

  Gurobi Staff

  • August 25, 2024 13:02

  Hi,

  By using SOS-1 constraint, it can be solved as MILP. For example, the constraint that the variables x and y cannot be nonzero at the same time can be written as follows:

  model.addSOS(GRB.SOS_TYPE1, [x, y])

  Thanks,
  Ryuta

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• 

  Adam Lakatos

  • December 11, 2024 15:56

  

  

  Hi Ryuta,

  Apologies for the late response, I just got around to trying your suggestion. It worked great, thank you very much. 

  Best,

  Adam

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