• Gurobi Staff

Hi Ankit,

The max function works a bit different in Gurobi. It is used to define a max constraint

$z = \max\{x_1,x_2,1,2\},$

where $$z,x_1,x_2$$ are optimization variables and $$1,2$$ constant values. The term $$\texttt{ct[nStage,j]-D[j]}$$ describes a linear expression and not an optimization variable. Thus, in order to model the objective function, you have to introduce 2 additional auxiliary variables for each $$j$$. Then, your code might look something like

import gurobipy as gpfrom gurobipy import GRBm = gp.Model('test')# some arbitrarily picked valuesjob = [1,2,3,4,5]nStage = 3 ct   = m.addVars(4, job, vtype=GRB.CONTINUOUS, name="ct")D    = m.addVars(job, vtype=GRB.CONTINUOUS, name="D")# define auxiliary variablesaux1 = m.addVars(job, vtype=GRB.CONTINUOUS, name="aux1")aux2 = m.addVars(job, vtype=GRB.CONTINUOUS, name="aux2")# add constraints defining ct_j - D_j = aux1_jm.addConstrs( (ct[nStage,j]-D[j] - aux1[j] == 0 for j in job), name="aux_constr1")# add constraints defining aux2_j = max(aux1_j, 0)m.addConstrs( (aux2[j] == gp.max_([aux1[j],0.0]) for j in job), name="aux_constr2")# set objective to be the sum of all aux2 variablesm.setObjective( gp.quicksum(aux2[j] for j in job))

Best regards,
Jaromił

Thanks for the reply. It worked.

I am facing the same problem with one constraint.

mdl.add_constraints(ct[g,j1])>= mdl.max(ct[g-1,j1], ct[g,j]) + PT[g-1][j1-1] for f in factory for j in job for j1 in job if j1!=j for g in stage if g>1 for i in machine[g-1] )

where ct is the decision variable. I tried as follows but couldn't able to run it

First approach:

mdl.addConstrs(ct[g,j1] >= gp.max_(ct[g-1,j1],ct[g,j]) + PT[g-1][j1-1] for f in factory for j in job for j1 in job if j1!=j for g in stage if g>1 for i in machine[g-1] )

Second approach:

mdl.addConstrs((aux3[g,j] == gp.max_(ct[g-1,j1],ct[g,j]) for j in job for j1 in job if j1!=j for g in stage if g>1), name="aux_constr3")

mdl.addConstrs(ct[g,j1] >= aux3[g,j] + PT[g-1][j1-1] for f in factory for j in job for j1 in job if j1!=j for g in stage if g>1 for i in machine[g-1] )

• Gurobi Staff

Hi Ankit,

The max_() function has to be used in an equality constraint. Thus, your second approach is the way to go. Could you provide the error message and (if possible) a minimal working example? How do you define your variables $$\texttt{ct}$$?

Best regards,
Jaromił

Does Gurobi linearize max_ constraints automatically? could this lead to slower computation?

• Gurobi Staff

Does Gurobi linearize max_ constraints automatically?

Yes.

could this lead to slower computation?

Do you mean in comparison to treating the $$\max$$ function as a nondifferentiable function? It is possible that there are cases where treating the $$\max$$ function without linearization via additional binary variables and auxiliary constraints might be beneficial. I would say that linearization should work very well in most of cases.