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Optimize a probability distribution to maximize a sum of coefficients on log-probs

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2 comments

  • Simranjit Kaur
    Gurobi Staff Gurobi Staff

    Hi David,

    Gurobi matrix variables are not yet compatible with the addGenConstrExp method in Gurobi 11.0.3. You can use the tolist function and add the general constraints over the for loop. For the accuracy of the result, please try using the parameter FuncNonLinear=1. With this setting, the general constraints in your model will be handled inside the branch-and-bound tree using a dynamic outer-approximation approach instead of the default piecewise linear approximations.Otherwise, you can control the granularity of the piecewise approximations using the parameters such as FuncPieces and FuncPieceError.

    Best regards,
    Simran

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  • David Forman
    First Comment
    First Question

    Thanks for the quick help!

     

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