Sagnik Basumallik

Hi Jaromił, I tried two different ways: 1. First, I tried writing $\textrm{trace}A'BA$ as $\textrm{trace}BAA'$ and then computing $\textrm{trace}BM$ where $M=AA'$ computed offline. This still took ...

Hi Jaromił, Thank you for your help. I think there was one thing that I missed mentioning is that in the expression trace(A^TBA), matrix B is a matrix with Gurobi variables on the diagonal. Ex, B =...

Thank you Dr. Yuriy Zinchenko. I did figure this out later after reading "multi-objective optimization in theory and practice: classical methods 1"

Let us say we have the following: m.setObjective(w1*obj1+w2*obj2+w3*obj3) or m.setObjectiveN(obj1, index = 1, priority = 4, abstol=5.0) m.setObjectiveN(obj2, index = 2, priority = 3, abstol=4.0) m....

thank you so much! 

I had to break the constraint into two parts and it worked m.addConstrs(0 <= f1[i,j,h] for i,j in arcs for h in area) #(4g)m.addConstrs(f1[i,j,h] <= 200*z[i,j] for i,j in arcs for h in area) #(4g) ...

Thank you Silke, I was able to define the binary matrix with your help. Z = np.diag([z[i,j] for i,j in arcs])print(Z)[[<gurobi.Var z[163,111]> 0 0 ..., 0 0 0] [0 <gurobi.Var z[47,54]> 0 ..., 0 0 0]...

Hi Silke, I am using Python. The definition of Z was just an example.   Do you think there is any indirect way I can create a matrix with binary variables in the diagonals? 

Thank you @Tobias and @Mark. I am trying to re-write the bi-level programs as a single level program which will let Gurobi solve it.