Adding a column to a parameter and rerun it for new column

Answered

Arash Baharvandi

• January 07, 2022 00:02

Hi,

 

I have a parameter in a 4*2 matrix. I want to run my optimization problem first for first column,then for second column in Gurobi.

v[i,j] is in my constraint, so I wanna run it first for v[i,'1'] then for v[i,'2']

That means I have two optimization problems, because my parameter changes. How can I write its code? Should I use ''for'' at the first of the code?

 

Thank you

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• 

  Maliheh Aramon

  Gurobi Staff

  • January 08, 2022 05:57
  • Edited

  Hi Arash, 

   

  It would probably make more sense to write a function that gets a column as an input and solves the optimization problem using the Gurobi Optimizer. For example, if you are using Gurobi Python API, you can use the sketch below:

   

  import gurobipy as gp
  
  def solve(col):
      model = gp.Model()
      # Use col to define the variables, constraints, and objective
      # ...
      model.optimize()
      return model.ObjVal
  
  if __name__ == "__main__":
      # Define matrix with n_rows rows and n_cols columns
      for j in range(num_cols):
          col = matrix[:, j]
          solve(col)

   

  Best regards,

  Maliheh

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• 

  Arash Baharvandi

  • January 08, 2022 23:44

  

  

  

  Thank you for your response,

   

  I have another question. I really appreciate you for responding my question.

  I have a constraint, and there is relationship between its indices, for example if i=1, then j=2, if i=2,then j=4. I wrote this constraint using "if"  for each relationship(i.e. if i==1 and j==2), so for each relationship, I have  to write this constraint. How can I indicate this relationship avoiding repetition of the constraint in my code?

   

  Regards,

  Arash

   

   

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• 

  Maliheh Aramon

  Gurobi Staff

  • January 10, 2022 22:36

  Hi Arash, 

  You can define two lists \(I\) and \(J\) being the list of \(i\) indices and their corresponding \(j\) indices. In your example, we would have \(I= [1, 2]\) and \(J = [2, 4]\), You can then use a for loop to implement your constraint for every pair of \((i,j)\) indices as below:

  for i, j in zip(I, J):
     # implement the constraint

  This question and the previous one are more Python and programming questions, not Gurobi questions. Real Python website has so many great resources that can help you to find the answer to your Python questions. I would recommend checking it out. 

  Best regards,

  Maliheh

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