Unsupported MQuadExpr addition- error in setting objective function

Answered

Waseem Akram

August 09, 2021 15:19

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Hi everyone!

I am experiencing MQuadExpr addition issue when setting the objective function. My script is below. Could anybody please guide on how the MQuadExpr addition works and how could I fix it. The error is in line : obj=obj1+obj2

Thank you very much in advance!

m=gp.Model("gurobi_test")
dDeltaOld=np.eye(4)
deltaButOld=np.array([dDeltaOld[0,0],dDeltaOld[1,1],dDeltaOld[2,2],dDeltaOld[3,3]]).T
deltaBut1=m.addVar(1)
deltaBut2=m.addVar(1)
deltaBut3=m.addVar(1)
deltaBut4=m.addVar(1)
deltaBut=np.array([deltaBut1,deltaBut2,deltaBut3,deltaBut4]).T
N=5
s1=m.addMVar((3,N))
obj1=0
for k in range(0,N):
    obj1=obj1+s1[:,k]@s1[:,k]

obj2=(deltaBut-deltaButOld)@(deltaBut-deltaButOld)
obj=obj1+obj2
m.setObjective(10**3*obj)
m.optimize()

0

• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  December 06, 2024 00:28

  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

  August 10, 2021 08:21

  Hi,

  Currently, binary operations for MQuadExpr and QuadExpr objects are not supported. One way to make your code work would be to work with addVars instead of addMVar

  s1=m.addVars(3,N)
  obj1=0
  for k in range(0,N):
    for i in range(0,3):
      obj1=obj1+s1[i,k]*s1[i,k]

  Best regards,
  Jaromił

   

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