add sum of square root constraint
AnsweredHi!
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

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 nonlinear 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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