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

Comments

2 comments

Official comment
Simranjit Kaur

Gurobi Staff

December 06, 2024 00:53
This post is more than three 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 why not try our AI Gurobot?.
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
0

Post is closed for comments.