Non-Zero test for summation of variables

回答済み

Xiangfeng Zhu

2020年05月08日 19:14

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Hi all,

I have a list of variable and I want to add a constraint to limit the number of non-zero variables. How should I do this?

I try to compare it to something like IntFeasTol but I think two-sided comparison is not supported.  I also tried to use np.count_nonzero() but it's still not working. 

Thanks in advance! 

 

 

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• 正式なコメント

  

  Simranjit Kaur

  • Gurobi Staff

  2025年06月23日 03:13 編集済み

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  Greg Glockner

  • Gurobi Staff

  2020年05月08日 21:19

  What are the bounds on these variables? Are they continuous, integer or binary?

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  Xiangfeng Zhu

  2020年05月08日 21:22

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  Thanks for your prompt reply! They are GRB.INTEGER and I set the lower bound to zero.

   

   

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  Tobias Achterberg

  • Gurobi Staff

  2020年05月08日 23:13

  In order to count the number of non-zeros, you would typically introduce binary variables that indicate whether a given variable is 0 or not. So, if you have integer variables x1,...,xn, then you would introduce binary variables z1,...,zn and add an indicator constraint

  zi = 0 -> xi = 0

  for each i = 1,...,n that says that if the binary variable is zero, then the integer variable must be zero as well. Then, if you want to restrict the number of non-zero xi variables to, say, k, you would add the constraint

  z1 + ... + zn <= k.

  
  Regards,

  Tobias

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  Xiangfeng Zhu

  2020年05月09日 00:14

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  It worked! Thanks so much! 

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