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Model parameters as uniform intervals [a,b]?

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4 comments

  • Maliheh Aramon
    Gurobi Staff Gurobi Staff
    Hi Nadi, 
     
    Parameters cannot be defined as variables in Gurobi. To tune parameters on a given model in Gurobi, you can use the Gurobi parameter tuning tool, which can be invoked either by the grbtune command-line tool or tuning APIs
     
    The Gurobi tuning tool currently does not allow the user to define a range of values for a parameter to limit the search over the parameter space. However, the user can provide a list of base settings to be tried first during the tuning process by setting the tuning-related parameter TuneBaseSettings
     
    Best regards,
    Maliheh
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  • Maliheh Aramon
    Gurobi Staff Gurobi Staff

    Hi Nadi, 

    One of my colleagues, Gwyneth Butera, brought to my attention that the model parameters in your question might not refer to the Gurobi parameters and you might be using this term as it is used in the machine learning community. Could you please clarify what model parameters and variables refer to in your question?

    Best regards,

    Maliheh   

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  • Nadi Serhan Aydin
    Gurobi-versary
    Conversationalist
    First Question

    Hello Maliheh,

    Thanks for following up.

    I mean the coefficients that normally appear in objective function and constraints in product form (e.g., "c", "d" and "e" in a constraint like "c*x1 + d*x2 <= e" ).

    Kind regards,

    Serhan

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  • Maliheh Aramon
    Gurobi Staff Gurobi Staff

    Hi Serhan, 

    Sorry for the delay.

    As you mentioned, you need to define them as decision variables and set their lower and upper bounds to the values in the given interval. Gurobi does not directly support constraints with multilinear terms (a product of three decision variables, for example). You can, however, model such constraints using a series of bilinear terms. Please check the article How do I model multilinear terms in Gurobi? in case you have not seen it. 

    Best regards,

    Maliheh

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