How to handle absolute value in Gurobi constraints

進行中

Santanu Sarkar

2019年10月29日 19:20

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I want to handle absolute value in Gurobi constraints. This is my code abc.lp. However I am not getting solution.

Maximize
  v0 + v1 + v2



SubjeCt To
C1: 3 v0 + v1 + v2 <=   72

C2: 2 v0 + 3 v1 + 2 v2 <= 80

C3: abs_(v0 - v1) + abs_(v1 - v2) >= 10

Integers 
v0 v1 v2
End

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• 正式なコメント

  

  Simranjit Kaur

  • Gurobi Staff

  2024年12月06日 00:52

  This post is more than three 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 why not try our AI Gurobot?.
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  Eli Towle

  • Gurobi Staff

  2019年10月29日 20:31

  Hi Santanu,

  Did you write this LP file from scratch? If so, I don't recommend doing this; it's very error-prone, and the LP format isn't standardized. If you want to use algebraic modeling syntax to interact with Gurobi, you may want to look at AMPL or GAMS. Gurobi also supports APIs in several programming languages, so you can build this model in Python, C++, MATLAB, etc.

  One LP file that models this problem is below. We introduce auxiliary variables \( y_0 = v_0 - v_1 \) and \( y_1 = v_1 - v_2 \). Then, we use variables \( z_0 = |y_0| \) and \( z_1 = |y_1| \) to represent the corresponding absolute value terms.

  \ abc.lp
  Maximize
    v0 + v1 + v2
  Subject To
   R0: 3 v0 + v1 + v2 <= 72
   R1: 2 v0 + 3 v1 + 2 v2 <= 80
   R2: - v0 + v1 + y0 = 0
   R3: - v1 + v2 + y1 = 0
   R4: z0 + z1 >= 10
  Bounds
  Generals
   v0 v1 v2
  General Constraints
   GC0: z0 = ABS ( y0 )
   GC1: z1 = ABS ( y1 )
  End

  Thanks!

  Eli

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  Santanu Sarkar

  2019年10月30日 15:18

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  Thank you so much for your help.

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  Tripti Gangwar

  2024年08月22日 09:31

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  Hi,

  The absolute function in constraints works well in MATLAB +YALMIP. However, when I am trying to use the same constraint in PYOMO, Gurobi is not able to solve it. It shows non-linearity in the constraint.  Has anyone encountered the same problem?

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