Unsupported MQuadExpr addition- error in setting objective function

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Waseem Akram

2021年08月09日 15:19

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Hi everyone!

I am experiencing MQuadExpr addition issue when setting the objective function. My script is below. Could anybody please guide on how the MQuadExpr addition works and how could I fix it. The error is in line : obj=obj1+obj2

Thank you very much in advance!

m=gp.Model("gurobi_test")
dDeltaOld=np.eye(4)
deltaButOld=np.array([dDeltaOld[0,0],dDeltaOld[1,1],dDeltaOld[2,2],dDeltaOld[3,3]]).T
deltaBut1=m.addVar(1)
deltaBut2=m.addVar(1)
deltaBut3=m.addVar(1)
deltaBut4=m.addVar(1)
deltaBut=np.array([deltaBut1,deltaBut2,deltaBut3,deltaBut4]).T
N=5
s1=m.addMVar((3,N))
obj1=0
for k in range(0,N):
    obj1=obj1+s1[:,k]@s1[:,k]

obj2=(deltaBut-deltaButOld)@(deltaBut-deltaButOld)
obj=obj1+obj2
m.setObjective(10**3*obj)
m.optimize()

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• 正式なコメント

  

  Simranjit Kaur

  • Gurobi Staff

  2025年06月23日 02:50 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?.
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  Jaromił Najman

  • Gurobi Staff

  2021年08月10日 08:21

  Hi,

  Currently, binary operations for MQuadExpr and QuadExpr objects are not supported. One way to make your code work would be to work with addVars instead of addMVar

  s1=m.addVars(3,N)
  obj1=0
  for k in range(0,N):
    for i in range(0,3):
      obj1=obj1+s1[i,k]*s1[i,k]

  Best regards,
  Jaromił

   

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