How can I efficiently add vector constraint in c++?

回答済み

Yuhao Zhang

2024年08月14日 21:13 編集済み

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Hi,

 

In my optimization problem I have constraint like this:

Ax==By

A and B are known coefficient matrix, x and y are unknow variables vector.

 

I'm now adding the constraints in elementwise like:

GRBLinExpra_sm_0_expr=bvar[0] / (2*dynamic_params.ds[0]);

GRBLinExprb_sm_0_expr=bvar[0] /2;

for (int j =0; j < nrdof; ++j) {

GRBLinExpr J_T_f = 0;

for (int i =0; i <dynamic_params.n_manip_obj_contacts; ++i) {

J_T_f += dynamic_params.J_M_sm[i][0](0, j) * M_f_x[i][0] +

dynamic_params.J_M_sm[i][0](1, j) *M_f_y[i][0] +

dynamic_params.J_M_sm[i][0](2, j) *M_f_z[i][0] +

dynamic_params.J_M_sm[i][0](5, j) *M_tau_z[i][0];

}

model.addConstr((dynamic_params.Mass_M_sm[0](j) * a_sm_0_expr +dynamic_params.Cor_M_sm[0](j) * b_sm_0_expr +

dynamic_params.Grvty_M_sm[0](j)) <=tau_ub(j) + J_T_f, "Force_Init_UB_"+std::to_string(j));

model.addConstr((dynamic_params.Mass_M_sm[0](j) * a_sm_0_expr +dynamic_params.Cor_M_sm[0](j) * b_sm_0_expr +

dynamic_params.Grvty_M_sm[0](j)) >=tau_lb(j) + J_T_f, "Force_Init_LB_"+std::to_string(j));

}

 

which is element-wise add the constraints.

 

I also check the method here:
https://support.gurobi.com/hc/en-us/articles/360039888911-How-do-I-efficiently-add-constraints-using-std-vector-in-C, and I modify my code in this:

for (int j =0; j < nrdof; ++j) {

GRBLinExpr J_T_f = 0;

// Use addTerms to combine terms for manipulative contacts

for (int i =0; i <dynamic_params.n_manip_obj_contacts; ++i) {

std::vector<double> coeffs = {

dynamic_params.J_M_sm[i][0](0, j),

dynamic_params.J_M_sm[i][0](1, j),

dynamic_params.J_M_sm[i][0](2, j),

dynamic_params.J_M_sm[i][0](5, j)

};

std::vector<GRBVar> M_f_terms = {M_f_x[i][0], M_f_y[i][0], M_f_z[i][0], M_tau_z[i][0]};




J_T_f.addTerms(coeffs.data(), M_f_terms.data(), M_f_terms.size());

}

// Add constraints using the constructed expression

model.addConstr(dynamic_params.Mass_M_sm[0](j) * a_sm_0_expr +dynamic_params.Cor_M_sm[0](j) * b_sm_0_expr +

dynamic_params.Grvty_M_sm[0](j) <=tau_ub(j) + J_T_f, "Force_Init_UB_"+std::to_string(j));

model.addConstr(dynamic_params.Mass_M_sm[0](j) * a_sm_0_expr +dynamic_params.Cor_M_sm[0](j) * b_sm_0_expr +

dynamic_params.Grvty_M_sm[0](j) >=tau_lb(j) + J_T_f, "Force_Init_LB_"+std::to_string(j));

}

but I think it is similar like we can only add one constraint for one element in a row of the vector at one times. Is there any more efficient way to build the constraint that vector==vector?

 

Thanks,

Yuhao

関連

• C++
• Model Building

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• 正式なコメント

  

  Simranjit Kaur

  • Gurobi Staff

  2026年11月13日 01:21

  This post is more than two years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum, or try Gurobot, our chatbot interface offering instant, expert-level support.
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  David Torres Sanchez

  • Gurobi Staff

  2024年08月15日 11:11

  As noted in the article,

  Concerning adding multiple constraints in one call (documentation about addConstrs):
  
  We recommend that you build your model one constraint at a time (using addConstr), since it introduces no significant overhead and we find that it produces simpler code.

  You can use  GRBModel::addConstrs()

  Cheers, 
  David

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  Yuhao Zhang

  2024年08月16日 12:00

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  Thanks David,

  using GRBModel::addConstrs() is a little bit faster, but not much.
  But thanks anyway.

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