Round all the elements in a gurobi MVar

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Rahul Mitra

2023年05月15日 20:56

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I'm trying to set a gurobi MVar to a list of integers. In particular, in the code below 

model.addConstr(d1_dtheta == (d1 @ dtheta))

 d1_dtheta is an MVar, d1 is a numpy matrix and dtheta is a gurobi MVar. Later, I try to constraint d1_dtheta to a predefined list of integers but I can't seem to figure out a way to do this. The result of d1_dtheta is an MVar of floating point numbers that I wish to round to the nearest integer. It was my understanding that MVars are just numpy ndarray so I thought np.around but it keeps giving me syntax issues. Is there an appropriate way to round elements in an MVar? 

関連

• Matrix API

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• 

  Riley Clement

  • Gurobi Staff

  2023年05月16日 11:21 編集済み

  Hi Rahul,

  Please see the following example

  import numpy as np
  
  m = gp.Model()
  x = m.addMVar((5,5))
  
  x_up = m.addMVar((5,5), vtype="I")
  x_nearest = m.addMVar((5,5), vtype="I")
  x_down = m.addMVar((5,5), vtype="I")
  
  m.addConstr(x == np.random.randint(0,1000, (5,5))/100)
  
  epsilon = 1e-5
  
  # round up
  m.addConstr(x <= x_up)
  m.addConstr(x_up - 1 + epsilon <= x)
  
  # round nearest
  m.addConstr(x - 0.5 + epsilon <= x_nearest)
  m.addConstr(x_nearest - 0.5 <= x)
  
  # round down
  m.addConstr(x <= x_down + 1 - epsilon)
  m.addConstr(x_down <= x)
  
  m.optimize()
  
  print("x\n", x.X)
  print("x rounded up\n", x_up.X)
  print("x rounded nearest\n", x_nearest.X)
  print("x rounded down\n", x_down.X)

  Does this make sense?

  - Riley

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