Multiplication of multiple variables

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Michiel Maesen

• December 10, 2019 10:48

I’m currently using Gurobi optimizer for a cost optimization, but encounter a very annoying problem.

I would like to add constraints in which I multiply three variables, all binary, but results in a QuadExpr() error. Is there any way to overcome this issue?

Kind regards

Michiel

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• 

  Tobias Achterberg

  • December 10, 2019 11:54
  • Edited

  Gurobi only supports products of pairs of variables, not triples. To overcome this issue, you need to introduce auxiliary variables and build the more complex expression using those. For example, in order to model

  y = x1*x2*x3

  you could write

  z12 = x1*x2
  y = z12*x3

  For binary variables, this should just work out of the box. For non-binary variables, this is only supported since Gurobi 9.0, and only if you set the "NonConvex" parameter to 2.

  Regards,

  Tobias

   

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