Adding a constraint with multiple MVar
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Hello all,
I am trying to create a constraint for my model with multiple MVar vector variables (1-D). Here is a minimal code example for which I hope you can reproduce the error I get:
vec_1 = model.addMVar(3)
vec_2 = model.addMVar(3)
const_vec = np.array([4,5,3])
model.addConstr(vec_1 <= np.multiply(const_vec, vec_2))
In essence, I want Gurobi to compare each entry of vec_1 with the entry of const_vec times the entry of vec_2. I realize that Gurobi doesn't like arithmetic inside of the constraint initialization, so I tried this:
a = np.multiply(const_vec, vec_2)
model.addConstr(vec_1 <= a)
Now a is of the type MLinExpr but I can not find a correct way to deal with this kind of object in the documentation. addConstr seems to be the wrong method. Maybe addLConstr?
Thanks in advance for the help!
Andreas
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You could convert the constant vector to a (sparse) diagonal matrix, then build the constraint using Gurobi's support for matrix multiplication:
import gurobipy as gp
import numpy as np
import scipy.sparse as sp
m = gp.Model()
x = m.addMVar(3, name='x')
y = m.addMVar(3, name='y')
a = np.array([4, 5, 3])
m.addConstr(x <= sp.diags(a) @ y)0 -
Thanks for the great answer! Works perfectly.
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