Sum of all PWL in objective function (Python gurobi)

Answered

Roger Creus

May 27, 2021 14:43

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Hello everybody,

 

So I am solving a LP problem which objective function consists of only PWL functions ( added with model.setPWLObj() ). Now I would like to add a constraint such that the sum of all the PWL functions is equal to a value.

If they were not PWL functions, an easy solution would be: 

model.addConstr(sum(model.getObjective()) == X)

 

However, model.getPWLObjective() does not work in the same way. Any clue on how can I approach this?. I am thinking on defining extra variables such that:

x'i = PWL(xi) for all i

and this way i could solve:

max sum(x'1 + x'2 + ..... x'N) and define a constraint sum(x'1 + x'2 + ..... x'N) == X

 

But I don't really know how to implement this without the model.setPWLObj()

Thank you very much! :)

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• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  June 23, 2025 02:54 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?.
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  Jaromił Najman

  • Gurobi Staff

  May 28, 2021 11:41 Edited

  Hi Roger,

  Your idea is the way to go in this case. If you want to work with the PWL functions outside of the objective function, you have to use the addGenConstrPWL() function and work with the auxiliary variables.

  Best regards,
  Jaromił

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