Adding Constraints
AnsweredHi, Please see the code below, I am trying to add additional constraint where I do not want the amount allocated by constraint 'h' to be > 10% of the amount allocated by constraint "r". I have tried a few ways of doing it but couldn't make it work, any help is appreciated.
#Load loans
print('Python - Fwd Allocation Optimizer: Loading loan data...', flush = True)
datasql = cronusHelper.SQLAction(args, proc, 'Loans')
datasql_list = datasql.values.tolist()
del datasql
loans = dict((l, a) for l, a in datasql_list)
del datasql_list
#Load HighBal loans
print('Python - Fwd Allocation Optimizer: Loading HighBal loan data...', flush = True)
datasql = cronusHelper.SQLAction(args, proc, 'HighBalLoans')
datasql_list = datasql.values.tolist()
del datasql
highballoans = dict((l, a) for l, a in datasql_list)
del datasql_list
#Load Fwd Cb
print('Python - Fwd Allocation Optimizer: Loading Fwd Cb data...', flush = True)
datasql = cronusHelper.SQLAction(args, proc, 'FwdCbDtl')
datasql_list = datasql.values.tolist()
del datasql
specname, minfwdamt, maxfwdamt = gp.multidict((s, [mi, mx]) for s, mi, mx in datasql_list)
del datasql_list
#Load Fwd Hb
print('Python - Fwd Allocation Optimizer: Loading Fwd Hb data...', flush = True)
datasql = cronusHelper.SQLAction(args, proc, 'FwdHbDtl')
datasql_list = datasql.values.tolist()
del datasql
spechbname, minhighbalamt, maxhighbalamt = gp.multidict((s, [mi, mx]) for s, mi, mx in datasql_list)
del datasql_list
#Load loan/fwd mapping
print('Python - Fwd Allocation Optimizer: Loading loan/Fwd mapping data...', flush = True)
datasql = cronusHelper.SQLAction(args, proc, 'LoanFwdMapping')
datasql_list = datasql.values.tolist()
del datasql
proceeds = dict(((l, s), p) for l, s, p in datasql_list)
del datasql_list
#Model
print('Python - Fwd Allocation Optimizer: Creating the model...', flush = True)
m = gp.Model("FwdAllocation")
#Parameters
print('Python - Fwd Allocation Optimizer: Setting up model parameters...', flush = True)
m.setParam(GRB.Param.TimeLimit, 1500)
m.setParam(GRB.Param.MIPGap, 1e-6)
m.setParam(GRB.Param.FeasibilityTol, 1e-6)
m.setParam(GRB.Param.Threads, 4)
m.setParam(GRB.Param.NodefileStart, 0.5)
#m.setParam(GRB.Param.MIPFocus,2)
#Decision Variables
print('Python - Fwd Allocation Optimizer: Setting up decision variables...', flush = True)
x = m.addVars (loans.keys(), specname, vtype = GRB.BINARY, obj = proceeds, name="allocate")
m.ModelSense = GRB.MAXIMIZE
#Constraints
print('Python - Fwd Allocation Optimizer: Setting up constraints...', flush = True)
l = m.addConstrs((x.sum(f,'*') <= 1 for f in loans), 'loans')
r = m.addConstrs((gp.quicksum(x[f, c] * loans[f] for f in loans)
== [minfwdamt[c], maxfwdamt[c]] for c in specname), "_")
h = m.addConstrs((gp.quicksum(x[f, c] * highballoans[f] for f in highballoans)
<= maxhighbalamt[c] for c in spechbname), "_")
#Save model
#m.write('Optimizer.lp')
#Optimize
m.optimize()
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Hi - Can you send a minimal example and explain more what doesn't work? Thanks.
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Thank you Gwyneth!
I am new to Gurobi and based on all the examples I have gone through so far, my main struggle on the issue here is my ability to formulate that constraint.
I have tried something like this:
hc = m.addConstr(gp.quicksum(x[f,c] * highballoans[f] for f in highballoans for c in spechbname if str.isnumeric(c) == False)
<= 0.10 * gp.quicksum(x[f,c] * loans[f] for f in loans for c in spechbname if str.isnumeric(c) == False))and
hc = m.addConstr(h.sum(c,'*') <= 0.10 * r.sum(c,'*') for c in specname)
but keep running into Gurobi/Syntax errors, thank you
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Can you try breaking the constraints down into smaller pieces and then post a simple example along with the error message that you get? Thanks!
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I was able to add the constraint as following:
hcfn = m.addConstrs((x.prod(highballoanamt,'*', s) <= 0.10 * x.prod(loanamt,'*', s) for s in spechbname
if (str.isnumeric(s) == False
and s.find('FN') != -1
and maxhighbalamt[s] > 0)), "_")
hcfg = m.addConstrs((x.prod(highballoanamt,'*', s) <= 0.12 * x.prod(loanamt,'*', s) for s in spechbname
if (str.isnumeric(s) == False
and s.find('FG') != -1
and maxhighbalamt[s] > 0)), "_")Thank you
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