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fixing errors in Gurobi

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5 comments

  • David Torres Sanchez
    Gurobi Staff Gurobi Staff

    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, 
    David

    1
  • G09
    Gurobi-versary
    First Comment
    First Question

    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
  • Marika Karbstein
    Gurobi Staff Gurobi Staff

    I think there are several problems in your model:

    1. In your first set of constraints, I think you want to use 'max' instead of 'gp.max_'
    2. You cannot combine two expressions with "and" in an indicator constraint. You need to split them in two each.
    3. You require w[i]=0 and w[i]=1 if f[i]=1? How should this work?
    4. 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]?
    5. Why are you using addMVar? I think it would be better to use addVars.  

     

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  • G09
    Gurobi-versary
    First Comment
    First Question

    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. 

     

     

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  • David Torres Sanchez
    Gurobi Staff Gurobi Staff

    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 1-d, 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 = 1e-3  # 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()

     

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