Unbounded constraint

回答済み

JUN ZHOU

2023年05月19日 21:40

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Dear Comunity,

I'm considering a dual problem and suppose it has such form. But I don't know how to model the constraint, though it looks like linear programming. I'm a little confused. Could you do me a favor? Thanks a lot.

 

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  JUN ZHOU

  2023年05月19日 21:43

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  Let me be clear, I denote I the indicator function. 

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  Jaromił Najman

  • Gurobi Staff

  2023年05月24日 08:02 編集済み

  Hi Jun,

  For the \(\min\) function, you can use the addGenContrMin method. Note that you will need an additional auxiliary variable to model the \(\min\) function.

  Regarding the indicator constraint. Could you please clarify how exactly you define \(\bf{I}_{(\xi \leq 6)}\). Do you mean

  \[\begin{align*}
  \bf{I} = \begin{cases} 1 &, \xi \leq 6 \\ 0 &, \, \text{otherwise}\end{cases}
  \end{align*}\]

  If yes, then please have a look at the Knowledge Base article How do I model conditional statements in Gurobi? In the article we model a strict inequality and thus need a positive tolerance \(\epsilon > 0\). Since you are modeling \( \leq\), you can ignore \(\epsilon\).

  Best regards, 
  Jaromił

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  JUN ZHOU

  2023年05月24日 14:25

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  Hi Jaromił

  Thank a lot for your comment. I'll try it.

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