Updating the RHS and LHS of specific constraints [Python]
AnsweredHi,
I am trying to solve a water balance(similar to the classic transportation problem) linear programming problem in the form of:
minimize c'x subject to:
Ax=b
lb<=x<=ub
A, L are sparse crs scipy matrices, c,b,lb,ub are vectors.
My problem should be updated for a number of steps and some elements are updated with new values. Specifically A is fixed, and all other elements get new values at each step. The following snippet works perfectly and is the basis I used so far (ignore the "self", as the model is embedded in a solver class, while "water_network is the graph object holding values and properties for each step):
### Snippet 1: Formulating/initializing the problem
self.model = gurobipy.Model()
rows, cols = len(water_network.node_list), len(self.water_network.edge_name_list)
self.x1 = []
for j in range(cols):
self.x1.append(self.model.addVar(lb=self.water_network.Bounds[j,0], ub=self.water_network.Bounds[j,1], obj=self.water_network.unitC[j]))
self.model.update()
self.EqualityConstraintA=[]
for i in range(rows):
start = self.water_network.A_sparse.indptr[i]
end = self.water_network.A_sparse.indptr[i+1]
variables = [self.x1[j] for j in self.water_network.A_sparse.indices[start:end]]
coeff = self.water_network.A_sparse.data[start:end]
expr = gurobipy.LinExpr(coeff, variables)
self.EqualityConstraintA.append(self.model.addConstr(lhs=expr, sense=gurobipy.GRB.EQUAL, rhs=self.water_network.b [i],name='A'+str(i)))
self.model.update()
self.model.ModelSense = 1
self.model.optimize()
#### Snippet 2: Updating the constraints, working ok for every step. Note i use the getConstrs function
self.model.setAttr("LB",self.model.getVars(), self.water_network.Bounds[:,0])
self.model.setAttr("UB", self.model.getVars(), self.water_network.Bounds[:,1])
self.model.setAttr("OBJ", self.model.getVars(), self.water_network.unitC)
self.model.setAttr("RHS", self.model.getConstrs(),self.water_network.b)
The problem arised when a new set of constraints should be added to the problem, in the form of:
Lx=0 where L is a sparse matrix that is updated every step!
## Now in the formulation I add the following after the snippet 1:
self.EqualityConstraintL=[]
leakrows= len(self.water_network.ZeroVector)
for i in range(leakrows):
start = self.water_network.L_sparse.indptr[i]
end=self.water_network.L_sparse.indptr[i+1]
variables=[self.x1[j] for j in self.water_network.L_sparse.indices[start:end]]
coeff=self.water_network.L_sparse.data[start:end]
expr = gurobipy.LinExpr(coeff, variables)
self.EqualityConstraintL.append(self.model.addConstr(lhs=expr, sense=gurobipy.GRB.EQUAL, rhs=self.water_network.ZeroVector[i],name='L'+str(i)))
However, I can no longer use the getConstrs to update all constraints at once. So i do the following for the update (Snippet 3):
self.model.setAttr("LB",self.model.getVars(), self.water_network.Bounds[:,0])
self.model.setAttr("UB", self.model.getVars(), self.water_network.Bounds[:,1])
self.model.setAttr("OBJ", self.model.getVars(), self.water_network.unitC)
# Update A rhs...
for i in range(len(self.water_network.edge_name_list)):
self.model.setAttr("RHS", self.model.getConstrs()[i],self.water_network.b[i])
# Update L expr...
x1=self.model.getVars()
n=len(self.water_network.node_list) # because there are n rows in the A constrains, and L constraints are added after
# Now i rebuild the LHS expressions
for i in range(len(self.water_network.ZeroVector)):
start = self.water_network.L_sparse.indptr[i]
end=self.water_network.L_sparse.indptr[i+1]
variables=[x1[j] for j in self.water_network.L_sparse.indices[start:end]]
coeff=self.water_network.L_sparse.data[start:end]
expr = gurobipy.LinExpr(coeff, variables)
self.model.setAttr("LHS",self.model.getConstrs()[n+i],expr)
self.model.update()
self.model.optimize()
When I run the problem, it initializes fine, but returns this error:
File "model.pxi", line 1709, in gurobipy.Model.setAttr
TypeError: object of type 'Constr' has no len()
and the offending line is: self.model.setAttr("RHS", self.model.getConstrs()[i],self.water_network.b[i])
Two questions: 1) why is that happening? replacing getConstrs()[i] with getConstrByName('A'+str(i)) also fails with the exact same error. How to update the RHS/LHS of a specific constraint?
2) Is there a way to more efficiently update the RHS on the constraints contained in the self.EqualityConstraintA list and then the LHS on the other constraints contained in the self.EqualityConstraintL list ?
Many thanks in advance!
Dionysios
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Gurobi Staff
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?. -
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When you try to set a constraint attribute, setAttr expects two arrays.
This should work:
self.model.setAttr("RHS", [self.model.getConstrs()[i]],[self.water_network.b[i]])Alternatively, you could first collect all constraints and all new RHS values in arrays and then change them with one setAttr call.
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Thank you!
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