how to add a max constr? General expressions can only be equal to a single var

Answered

scott zheng

January 28, 2021 04:46

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I can't make the max constrs right?

the contrs is

I tried 2 methods. but all of that does't work.

how to add this constrt?

 

0

• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  June 23, 2025 03:00 Edited

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
• 

  Jaromił Najman

  • Gurobi Staff

  January 29, 2021 12:30 Edited

  Hi Scott,

  The addGenConstrMax function only accepts a list of variable objects as its second argument. You tried to provide a list of QuadExpr objects.

  In order to work with Gurobi's \(\max\) function, you will have to introduce auxiliary variables and construct the appropriate variable list which you then provide to the addGenConstrMax function. Here is a simplified example

  import gurobipy as gp
  from gurobipy import GRB
  
  m = gp.Model('test')
  
  N = 2
  P1 = m.addVars(1, N, vtype=GRB.CONTINUOUS, name='P1')
  x  = m.addVars(N, N, vtype=GRB.CONTINUOUS, name='x')
  p  = m.addVars(1, N, vtype=GRB.CONTINUOUS, name='p')
  # auxiliary variables for the multiplications of p*x
  aux_mult = m.addVars(N,N, vtype=GRB.CONTINUOUS, name='aux_mult')
  
  for b in range(N):
      for j in range(N):
          # add auxiliary constraint for every multiplication p*x
          m.addConstr(aux_mult[b,j] == p[0,j]*x[b,j], name='aux_mult_constr_'+str(b)+'_'+str(j))
      
      # get all corresponding auxiliary variables into a list
      maxVarsList = [aux_mult[b,j] for j in range(N)]
      # add constraint P[0,b] == max(aux_mult[b,0], aux_mult[b,1], ...)
      m.addGenConstrMax(P1[0,b], maxVarsList, name='maxconstr_'+str(b))
  
  # write LP file to analyze whether the model looks as expected
  m.write("myLP.lp")

  Best regards,
  Jaromił

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