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

• 

  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

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