Write constraint

Answered

March 18, 2022 13:49

Please visit the following (LINK) to have access the google colab file.

At this cell (LINK), I am trying to write the following constraint

### Constraints
- **Maximum investment** 
x_1 + x_2 = a

I have tried the following code

m.addConstr(sum(StockWeight[i] for i in range(0,2)) == MaxInvest, name = 'MaxInvest')

but the output is wrong.

Comments

2 comments

Jaromił Najman

Gurobi Staff

March 18, 2022 15:05
Could you elaborate what exactly is wrong with this constraint?

The code you wrote adds the constraint
```
MaxInvest: StockWeight[0] + StockWeight[1] = MaxInvest
```
0
edoardo grammatico

March 18, 2022 17:39
I solved it Jaromił Najman, thanks for the support.
0

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