how to add a max constr? General expressions can only be equal to a single var

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scott zheng

2021年01月28日 04:46

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I can't make the max constrs right?

the contrs is

I tried 2 methods. but all of that does't work.

how to add this constrt?

 

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  Simranjit Kaur

  • Gurobi Staff

  2025年06月23日 03:00 編集済み

  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

  2021年01月29日 12:30 編集済み

  Hi Scott,

  The addGenConstrMax function only accepts a list of variable objects as its second argument. You tried to provide a list of QuadExpr objects.

  In order to work with Gurobi's \(\max\) function, you will have to introduce auxiliary variables and construct the appropriate variable list which you then provide to the addGenConstrMax function. Here is a simplified example

  import gurobipy as gp
  from gurobipy import GRB
  
  m = gp.Model('test')
  
  N = 2
  P1 = m.addVars(1, N, vtype=GRB.CONTINUOUS, name='P1')
  x  = m.addVars(N, N, vtype=GRB.CONTINUOUS, name='x')
  p  = m.addVars(1, N, vtype=GRB.CONTINUOUS, name='p')
  # auxiliary variables for the multiplications of p*x
  aux_mult = m.addVars(N,N, vtype=GRB.CONTINUOUS, name='aux_mult')
  
  for b in range(N):
      for j in range(N):
          # add auxiliary constraint for every multiplication p*x
          m.addConstr(aux_mult[b,j] == p[0,j]*x[b,j], name='aux_mult_constr_'+str(b)+'_'+str(j))
      
      # get all corresponding auxiliary variables into a list
      maxVarsList = [aux_mult[b,j] for j in range(N)]
      # add constraint P[0,b] == max(aux_mult[b,0], aux_mult[b,1], ...)
      m.addGenConstrMax(P1[0,b], maxVarsList, name='maxconstr_'+str(b))
  
  # write LP file to analyze whether the model looks as expected
  m.write("myLP.lp")

  Best regards,
  Jaromił

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