Invalid argument to QuadExpr multiplication Error

Answered

ibtissam labriji

• February 05, 2020 07:52
• Edited

Hello, 

The problem I want to optimize is the following:

With M an integer variable that takes 4 values, o a binary variable and a f continuous one. 

First of all, I expressed M and f to the power of 3 using : 

• gc = m.addGenConstrPow( M[i], M_3[i], 3.0, "Cubic Replicas")
• gc_1 = m.addGenConstrPow( f[(i,j)], f_3[(i,j)], 3.0, "Cubic  Frequency")

Now the problem is that when I write the objective function in this form :

quicksum( M_3[i] * f_3[(i,j)] * o[(i,j)] for i in range(L) for j in range(R) )

I get this error :

GurobiError: Invalid argument to QuadExpr multiplication

I tried to solve the problem by declaring another variable mul[(i,j)] = f_3[(i,j)] * o[(i,j)]  that contains the multiplication of the two variables, in order to decompose the multiplication  but the same problem is occurs again:  

quicksum( M_3[i] * mul[(i,j)]  for i in range(L) for j in range(R) )

---------------------------------------------------------------------------
TypeError                                 Traceback (most recent call last)
var.pxi in gurobipy.Var.__mul__()

TypeError: float() argument must be a string or a number, not 'gurobipy.QuadExpr'

During handling of the above exception, another exception occurred:

TypeError                                 Traceback (most recent call last)
linexpr.pxi in gurobipy.LinExpr.__imul__()

TypeError: float() argument must be a string or a number, not 'gurobipy.QuadExpr'

During handling of the above exception, another exception occurred:

GurobiError                               Traceback (most recent call last)
<ipython-input-65-99b02cbdd206> in <module>
     64     for j in range(round(R/3)):
     65         mul[(i,j)] = f_3[(i,j)]*o[(i,j)]
---> 66         D[(i,j)] = M_3[i]*mul[(i,j)]
     67 
     68 

var.pxi in gurobipy.Var.__mul__()

linexpr.pxi in gurobipy.LinExpr.__imul__()

linexpr.pxi in gurobipy.LinExpr.__mul__()

quadexpr.pxi in gurobipy.QuadExpr._mul()

GurobiError: Invalid argument to QuadExpr multiplication

Remark : I also set the parameter of Nonconvex into 2 as suggested in some post but it didnt help. 

Thank you in advance. 

Ibtissam 

0

• 

  Silke Horn

  Gurobi Staff

  • February 05, 2020 07:56

  Hi Ibtissam,

  In the line

  quicksum( M_3[i] * f_3[(i,j)] * o[(i,j)] for i in range(L) for j in range(R) )

  you are trying to add products of three variables. This is not supported. You can only have products of at most two, i.e., quadratic terms.

  You can make the other approach work, but you have to define mul as new variables and then make

  mul[(i,j)] = f_3[(i,j)] * o[(i,j)

  constraints in the model, i.e.,

  m.addConstrs(mul[(i,j)] == f_3[(i,j)] * o[(i,j)] for i in range(L) for j in range(R))

   

  Please note that with (all the bilinear and power constraints) the resulting model may be hard to solve and the result could have approximation/rounding errors.

  1
• 

  ibtissam labriji

  • February 05, 2020 08:32

  

  

  

  Hello Silke, 

  Thank you for your answer, but the problem still persists.

  This is part of what my code looks like : 

  

  I'm aware that the problem can be complex to solve, but I'd like to see how it plays out.
  
  

  Regards, 

  Ibtissam 

  0
• 

  Silke Horn

  Gurobi Staff

  • February 06, 2020 08:36

  Hi Ibtissam,

  Could you try without

  mul[(i,j)] = f_3[(i,j)]*o[(i,j)] ?

  Best regards,
  Silke

  1
• 

  ibtissam labriji

  • February 06, 2020 16:38

  

  

  

  Hello Silke, 

  Indeed it is working ! 

  Thank you. 

  Best Regards, 

  Ibtissam 

   

  0

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