fixing errors in Gurobi
AnsweredI have the following code for my task. But I have quite a few errors in my code. I am very new to this Gurobi package. If you are familiar with it, could you help me check it please? Thank you very much.
import gurobipy as gp
from gurobipy import GRB
import numpy as np
m = gp.Model("opt")
goal = np.array([2,4,5,3,2,3,2,6,3,6]).reshape(1, 1)
x = np.array([2,4,5,3,2,3,2,6,1,6])
a = m.addVar( name="a")
b = m.addVar( name="b")
c = m.addVar( name="c")
w = m.addMVar( shape = len(x), name = "w")
f = m.addMVar( shape = len(x), name = 'f');
m.setObjective( goal @ f, GRB.MAXIMIZE);
m.addConstrs((w[i]==1) >> ((a* gp.max_(x[i]  1,0) + b* gp.max_(1  x[i], 0)+ c) <=0) for i in range(10))
m.addConstrs((w[i]==0) >> ((a* gp.max_(x[i]  1,0) b* gp.max_(1  x[i], 0)  c ) <0) for i in range(10))
temp =( goal @f ) < 0 # my intention for this line is to get a number (vector multiplication: goal @ f) but I cannot using this code
m.addConstrs( (f[i]==1) >> (w[i] ==1 and temp == 'True') for i in range(10) )
m.addConstrs( (f[i]==0) >> (w[i] ==1 and temp == 'False') for i in range(10) )
m.addConstrs( (f[i]==1) >> (w[i] ==0 and temp == 'True') for i in range(10) )
m.addConstrs( (f[i]==0) >> (w[i] ==0 and temp == 'False') for i in range(10) )
m.optimize()

Hi,
There are several syntax mistakes with this snippet, e.g. first import line, \(\texttt{m.addMVar}\) with no line break with \(\texttt{m.setObjective}\). Please use a Python syntax highlighter/checker.
Also, to add multiple constraints you need to use \(\texttt{m.addConstrs}\).
Cheers,
David1 
Thank you David. I edited the syntax. But my real problems come from the last 6 lines. I could not get it work based on my idea.
0 
I think there are several problems in your model:
 In your first set of constraints, I think you want to use 'max' instead of 'gp.max_'
 You cannot combine two expressions with "and" in an indicator constraint. You need to split them in two each.
 You require w[i]=0 and w[i]=1 if f[i]=1? How should this work?
 I do not understand what you want with temp = ((goal @x ) < 0) ? Do you want to have a constraint which shall be <0 or >=0 dependent from f[i]?
 Why are you using addMVar? I think it would be better to use addVars.
0 
Thank you Marika.
3. Is it should be if f[i] = 1 if ( w[i] =1 and temp == True)?
4. Yes. That is what I need.
0 
Hi,
3. Is it should be if f[i] = 1 if ( w[i] =1 and temp == True)?
It depends on what you want to model. Firstly, both \(\texttt{f}\) and \(\texttt{w}\) should be binary in order to use them in indicator constraints. See Model.addGenConstrIndicator().
If you just want to model that \(\texttt{f[i]}=0 \implies \texttt{temp}=0\) and \(\texttt{f[i]}=1 \implies \texttt{temp}=1\) regardless of the values of \(\texttt{w}\). This can be formulated usign Model.addGenConstrAnd().Assuming these are binary then you can use some extra variables and constraints to model \(\texttt{temp}\). Including Marika's fix and using the tip from Why doesn't Gurobi support strict inequality constraints like x < a? It could be something as shown below.
Note that I would save some lines by adding the objective function as a linear expression straight away, instead of using \(\texttt{goal @ f}\) which produces a MLinExpr. This would be neater as it would save having to \(\texttt{m.update}\) then \(\texttt{m.getObjective}\). This also applies when adding variables as they are all 1d, as Marika already pointed out.
import gurobipy as gp
from gurobipy import GRB
import numpy as np
m = gp.Model("opt")
goal = np.array([2, 4, 5, 3, 2, 3, 2, 6, 3, 6])
eps = 1e3 # for inequalities
x = np.array([2, 4, 5, 3, 2, 3, 2, 6, 1, 6])
# Variables
a = m.addVar(name="a")
b = m.addVar(name="b")
c = m.addVar(name="c")
w = m.addMVar(shape=len(x), name="w", vtype=GRB.BINARY)
f = m.addMVar(shape=len(x), name="f", vtype=GRB.BINARY)
obj_expr = goal @ f
m.setObjective(obj_expr, GRB.MAXIMIZE)
m.addConstrs(
(w[i] == 1) >> ((a * max(x[i]  1, 0) + b * max(1  x[i], 0) + c) <= 0)
for i in range(10)
)
m.addConstrs(
(w[i] == 0) >> ((a * max(x[i]  1, 0)  b * max(1  x[i], 0)  c) <= 0  eps)
for i in range(10)
)
m.update() # Update before get objective needed
obj = m.getObjective()
obj_var = m.addVar(name="obj_var")
m.addConstr(obj == obj_var, "obj_constr")
sign_obj = m.addVar(vtype=GRB.BINARY, name="sign_obj") # 1 if negative, 0 ow.
m.addConstr((sign_obj == 1) >> (obj_var <= 0  eps), "negative_obj")
m.addConstr((sign_obj == 0) >> (obj_var >= 0), "non_negative_obj")
m.addConstrs((f[i] == gp.and_(sign_obj) for i in range(10)), name="f_and_sign_obj")
m.optimize()0
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