Modeling if constraints with interger variable
Answered
I wanna write the constraint like
if x=K (K is a constant )
then y=z
x,y,z are integer variables.
I scan the other related posts using big M method and I find it is unsuitable for my problem since this constraint is equal and I am looking forward to your help!
thanks a lot!
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Official comment
Dear Ray,
I'd use two types of general constraints, namely model.addGenConstrAbs() and model.addGenConstrIndicator(), along with a few auxiliary variables. In Python, this would look as follows:
import gurobipy as gp
from gurobipy import GRB
K = 5
BigM = 15
model = gp.Model("myModel")
x = model.addVar(lb=-10, ub=10, vtype=GRB.INTEGER, name="x")
y = model.addVar(vtype=GRB.INTEGER, name="y")
z = model.addVar(vtype=GRB.INTEGER, name="z")
temp = model.addVar(lb=-GRB.INFINITY, name="temp")
abs_temp = model.addVar(name="abs_temp")
flag = model.addVar(vtype=GRB.BINARY, name="flag")
model.addConstr(temp == x - K, name="diff")
model.addGenConstrAbs(abs_temp, temp, name="abs_diff")
model.addConstr(abs_temp >= 1 - flag, name="aux_1")
model.addConstr(abs_temp <= BigM*(1-flag), name="aux_2")
model.addGenConstrIndicator(flag, True, y == z, name="indicator")
model.setObjective(x, GRB.MAXIMIZE)Remark 1: For illustrative purposes, I chose an arbitrary objective function and constant K.
Remark 2: The binary variable flag is equal to 1 if and only if abs_temp is equal to zero (i.e. it's equal to zero if abs_temp > 0).
Remark 3: I bounded the general integer variable x, so that I could compute the minimum value for BigM. In fact, it's always a good idea to bound any general integer variable as much as possible. Therefore, it'd be wise to also bound y and z.
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Official comment
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