can i use an indicator Constraint with Min/Max Constraint in Gurobi?

Answered

Mhd Adnan Almouazen Alayoubi

• January 25, 2020 15:56

i've the following model for Gurobi:

m = Model()
x = {}
    for k in range(K):
        for i in range(V):
            for j in range(V):
                if i != j:
                    x[k,i,j] = m.addVar(vtype=GRB.BINARY, name="x(%s,%s,%s)"%(k,i,j))
a = {}
    for k in range(K):
        for i in range(V):
            a[k,i] = m.addVar(ub=25, vtype= GRB.INTEGER, name= "a(%s,%s)"%(k,i))

and i'm trying to write a constraint using the indicator Constraint with Min/Max Constraint like this:

m.addConstrs((x[k,i,j] == 1) >> (a[k,j] == max_((a[k,i] + 5), 15)) for k in range(K) for i in range(V) for j in range(1,V) if i!=j)

but i end up getting this Error:

  File "model.pxi", line 3070, in gurobipy.Model.addConstrs
  File "model.pxi", line 2951, in gurobipy.Model.addConstr
  File "model.pxi", line 3592, in gurobipy.Model.addGenConstrIndicator
  File "linexpr.pxi", line 461, in gurobipy.LinExpr.__sub__
TypeError: unsupported operand type(s) for *: 'int' and 'GenExpr'

i've also tried a different variants to write this constraint like:

for k in range(K):
        for i in range(V):
            for j in range(1,V):
                if i!=j:
                    m.addConstr((x[k,i,j] == 1) >> ((a[k,j]) == max_((a[k,i] + 5), 15), "tww(%s)"%(i))
          #or
                    m.addGenConstrIndicator(x[k,i,j], True, a[k,j], GRB.EQUAL, max_((a[k,i] + 5), 15))

but also end up getting the same error as before or this one:

m.addGenConstrIndicator(x[k,i,j], True, a[k,j], GRB.EQUAL, max_((a[k,i] + 5), 15))
  File "model.pxi", line 3588, in gurobipy.Model.addGenConstrIndicator
gurobipy.GurobiError: Invalid rhs argument for general constraint of indicator type

is there something wrong that i'm doing or it just can't be done this way?

any help will be appreciated

0

• 

  Tobias Achterberg

  Gurobi Staff

  • January 27, 2020 21:35

  The conclusion of an indicator constraint must be a linear constraint. But you can easily get around this by introducing another set of variables that are defined identically to `a`; let's call them `b`. Then you would write

  m.addConstrs((x[k,i,j] == 1) >> (a[k,j] == b[k,j]) for k in range(K) for i in range(V) for j in range(1,V) if i!=j)
  m.addConstrs(b[k,j] == max_((a[k,i] + 5), 15) for k in range(K) for i in range(V) for j in range(1,V) if i!=j)

   

  1
• 

  Mhd Adnan Almouazen Alayoubi

  • January 28, 2020 09:56

  

  

  

  thank you for your help that was very helpful.
  after i worked with your suggestion, i end up getting the Error:

  TypeError: object of type 'gurobipy.LinExpr' has no len()

  after digging in the internet, i found that this Error was caused by the max_() function. I can only pass a list of variables as arguments for this function and not a LinExpr as i do.

  (thanks to Robert Luce for his answer on google group https://groups.google.com/forum/#!topic/gurobi/oO3d2ItJiqs )

  thank you again for your help Tobias Achterberg

  0

Please sign in to leave a comment.