Division between float and grb variable

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Surya Narayanan Hari

• 2020年10月28日 04:16

I am trying to add a constraint on the inverse of the variable of the form 

$$1/x[i, j]  + a^Ty + b \leq c$$

but I get the message that div does not support float and MVar. Is this currently supported?

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  Simranjit Kaur

  Gurobi Staff

  • 2024年12月06日 00:40

  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?.
• 

  Jaromił Najman

  Gurobi Staff

  • 2020年10月28日 08:20
  • 編集済み

  Hi Surya,

  Division of variables is currently not supported.
  
  You can model the division \(\frac{1}{x}\) with an additional variable \(z\) as
  \[\begin{align*}
  x \cdot z = 1.
  \end{align*}\]

  In the above \(z\) has to be equal to \(\frac{1}{x}\) and can be used throughout your model.

  Please note that you have to provide appropriate bounds for both \(x\) and \(z\) to make the above formulation work properly. For \(x \in [x^L, x^U], x^L>0\), the bounds for \(z\) should be \(z \in [\frac{1}{x^U}, \frac{1}{x^L}]\).

  It is also required to set the NonConvex parameter to 2.

  Best regards,
  Jaromił

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