Linear expression with MAX

Answered

Shesha Sreenivasamurthy

September 22, 2024 08:04

• 
• 
• 

I have a two set of 'n' variables. I would like a liner combination corresponding variables of the two sets. THis results in 'n' variables.  I would like to compare the max resulting 'n' varianles against a  constant.

Example - 

import gurobipy as gp

 

ZZZ=[]

for i in range (3):

  for j in range (10):

     varname="S_%02d_%02d"% (i, j)

     XXX[i][j] =opt_mod.addVar(name=varname, vtype=gp.GRB.CONTINUOUS, lb=0.0)

     ZZZ.append(XXX[i][j] +YYY[i][j] *W[i])

 

YYY is defined in similar fashion as XXX.

opt_mod.addConstr(gp.max_(ZZZ) <= KEYWIDTH) # KEYWIDTH is a constant.

Related to

• General Constraints

0

• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  November 13, 2026 01:20

  This post is more than two years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum, or try Gurobot, our chatbot interface offering instant, expert-level support.
• 

  Simranjit Kaur

  • Gurobi Staff

  September 22, 2024 22:41

  Hi Shesha,

  This can be done with the help of some auxiliary variables.

  • Define auxiliary variables Z[i][j], add constraints Z[i][j] = XXX[i][j] +YYY[i][j] *W[i].
  • Define another auxiliary variable ZZZ, and set it to max of Z[i][j]  variables using the general constraint helper functions max_()
  • If you want the max value to be at most KEYWIDTH, set the upper bound of the ZZZ variable to KEYWIDTH.

  Best regards,
  Simran

  0
• 

  Shesha Sreenivasamurthy

  September 25, 2024 05:59

  • 
  • 
  • 

  Thanks a lot for the information

  0

Post is closed for comments.