Unsupported type (<class 'gurobipy.MLinExpr'>) for LinExpr addition argument

Answered

Jonas Rikowski

• April 08, 2022 15:48
• Edited

Hi,

in my model I get the error

File src\gurobipy\var.pxi:265, in gurobipy.Var.__sub__()
File src\gurobipy\linexpr.pxi:485, in gurobipy.LinExpr.__isub__()
File src\gurobipy\linexpr.pxi:183, in gurobipy.LinExpr.add()
GurobiError: Unsupported type (<class 'gurobipy.MLinExpr'>) for LinExpr addition argument

when adding the following constraints:

self.model.addConstrs(
          v[t, a] == v[t-1, a]  -  x @ o[t-1, a]
                                +  x @ d[t-1, a]
          for t in range(1,T+1)
          for a in range(S)
        )

where o[t-1, a] and d[t-1, a] are numpy arrays with shape (1615,) and the variables are initialized as follows:

x = self.model.addMVar(shape=1615, vtype=GRB.BINARY, name="x")
v = self.model.addMVar(shape=(T+1, S), vtype=GRB.INTEGER, name="v",
                               lb=0, ub=upper_bounds)

I already stumbled upon this thread and I guess the problem is that v[t-1, a] is evaluated as a gurobipy.Var instead of a gurobipy.MVar.
But I'm still not sure how to solve it.

(The objective is

self.model.setObjective(
            self.f @ x - gp.quicksum(c[a,b] * y[a,b]
                                     for a in range(S)
                                     for b in range(S)),
            GRB.MAXIMIZE)

if it matters)

0

• 

  Jonasz Staszek

  Community Moderator

  • April 12, 2022 06:51

  

  

  

  Hi Jonas,

  after a brief look into the documentation, I believe that instead of adding variables per model.addMVar, you should add them per model.addVar or model.addVars and store them in a tupledict.

  According to the documentation, model.addMVar works best if you are able to supply a complete matrix of coefficients. You seem to be building the constraints one by one - I believe you would be better off when dealing with variables "one by one" as well.

  Perhaps someone from the Gurobi's support team can confirm this?

  Best regards
  Jonasz

  0
• 

  Jaromił Najman

  Gurobi Staff

  • April 12, 2022 09:42

  Jonasz is correct.

  Currently, the Python Matrix API works best with a complete matrix of coefficients. It is possible to make it work with vectors, cf. Python Matrix API in our Knowledge Base. However, it is currently requires some extra work and might not seem intuitive.

  In your particular case, using Vars over MVars should not result in any significant performance loss/gain.

  We are trying to improve the Python Matrix API with each release. Thus, this particular behavior may improve significantly in an upcoming release.

  Best regards, 
  Jaromił

  0

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