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add sum of square root constraint

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  • Silke Horn
    Gurobi Staff Gurobi Staff

    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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