Cannot set objective function. minimize max(var.values())

Answered

Matt Hall

• January 25, 2022 06:13
• Edited

I have an objective I am trying to cast as follows. 

m.setObjective(max(X.values(), sense=GRB.MINIMIZE))

But I am getting a type error. 

TypeError: '>' not supported between instances of 'Var' and 'Var'

My derived variable, X, is defined as follows.

X = m.addVars(range(len(n)), vtype=GRB.CONTINUOUS, lb=0, ub=100, name="X")

The rest of my model is somewhat complex. X depends on a sum of smaller values, and these smaller values depend on two binary decision variables. I'm curious if my problem is more surface level though. Please let me know if you see anything clearly wrong with these definitions, or if you need more detail about constraints relating to X. 

For what it is worth, I do not have any strict less-than comparisons in any of my constraints.

Thank you. 

0

• 

  Jonasz Staszek

  Community Moderator

  • January 25, 2022 13:46

  

  

  

  It seems to me that you would need to reformulate your model somehow. Perhaps this other thread will be of help.

  0
• 

  Jaromił Najman

  Gurobi Staff

  • January 26, 2022 08:54

  Jonasz is right. If you want to use Gurobi's max_ function, you have to introduce an auxiliary variable and an equality constraint to model it, e.g.,

  import gurobipy as gp
  from gurobipy import GRB
  
  m = gp.Model("test")
  x = m.addVars(5, vtype=GRB.CONTINUOUS, lb=0, ub=100, name="X")
  z = m.addVar(vtype=GRB.CONTINUOUS, name="Z")
  # Add constraint z = max(x1,x2,x3,x4,x5)
  m.addConstr(z == gp.max_(x), name="max_contraint")
  m.setObjective(z, sense=GRB.MINIMIZE)

  Best regards,
  Jaromił

  1

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