add sum of square root constraint

Answered

Yutaka Shimizu

• October 12, 2019 09:45

Hi!

 

I am trying to add a constraints like below in C++

 

sigma(i=0, M){1/sqrt(Vi)}

 

I read documentation but could not find a solution. I would appreciate if someone helps me.

 

Thanks.

 

Yutaka

0

• 

  Silke Horn

  Gurobi Staff

  • October 25, 2019 08:37
  • Edited

  Hi Yutaka,

  Do I understand correctly that you want to add a constraint containing a term like the following?

  $$\sum_{i=0}^m \frac 1{\sqrt{V_i}}$$

  What are the \(V_i\)? Are those decision variables? If so, please note that Gurobi 8 does not support square roots or quotients of decision variables. Please refer to the documentation for the types of constraints that are currently supported. Gurobi 9 (which will be released later this year) adds more non-linear capabilities.

  You could try to linearize these terms in some way, e.g. by introducing different variables \(w_i = \frac 1{\sqrt{V_i}}\), but the details would really depend on your model.

  Silke

   

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