Fei Wang
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Latest activity by Fei Wang
Fei Wang commented,
Thank you for the answer. But I don't really understand, in my model all variables are continuous, even I added some norm constraints, they are still continuous (no integer variables in my model). ...

Fei Wang commented,
Hello Simranjit, Yes, my model is convex and continuous. In fact it is a second order cone optimization problem. I am solving this problem in a branch and bound algorithm, and I can always solve th...

Fei Wang created a post,
How to retrieve the dual variable value for a linear constraint in a SOCP problem
AnsweredHi, I have a second order cone problem with some linear constraints, I am trying to get the values for the dual variables corresponding to the linear constraints, my parameters for the models are ...

Fei Wang commented,
Hello, It seems c = m.addConstr(lhs, sense, rhs, name) is no longer supported in the newest version of gurobi. What should I do to add back a constraint in this case?

Fei Wang commented,
Thanks Simran, It works. However in my code self.r is only 2. So this changes won't save a lot of time, in fact, the majority of the time is spent in adding those SOCP constraints. Constraints as ...

Fei Wang commented,
Hi Simran, Here is part of the code that’s very expensive. Most of the time is spent on adding the constraints especially the first and second for loops model = gp.Model()model.Params.LogToConsole...

Fei Wang commented,
I have another question: I found that adding the constraints to the model is the most expensive part of the codeSo it is this command model.addConstr() that is costing 90% of the time Since I am...

Fei Wang commented,
Thanks! That's the method I am looking for

Fei Wang commented,
Hi Simran, Thank you very much! It solved my problem. I didn't know the default lower bound is zero,

Fei Wang created a post,
Gurobi seems not able to solve an SOCP problem to optimal
AnsweredI have the following second order cone problem as following ()I used model.write("myfile_test.lp") to output the model as following: \ LP format  for model browsing. Use MPS format to capture...