How do I model if elif else conditional statements in Gurobi?

回答済み

Lenard Ruede

2022年01月31日 14:04

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Hi Gurobi Team,

I have an existing energy grid which I want to optimize. My decision variable is binary delta_k[i][j][k]. delta_k is 1 if I adjust a power line from vertex i to vertex j with the capacity k in the grid and 0 if there is no change. I want to minimize the cost. My objective function is delta_k[i][j][k]*t[ij]*(c_fix+c_mat*capacity[k])

t=length from vertex i to vertex j

c_fix and c_mat are fixed parameters and capacity[k] is a capacity value

Now I need to connect the decision variable with my constraints. 

y[i][j][k] (binary) is 1 if there is a power line from i to j with a capacity k in the adjusted grid. y[i][j][k] is 0 if there is no power line.

y[i][j][k] is in all my constraints so far but not in the objective function and delta_k is in my objective function but not in my constraints. So I need to connect them.

y_old[i][j][k] is 1 if there is a power line from i to j with a capacity k in the original energy grid, and y_old[i][j][k] is 0 if there is no power line in the original energy grid. 

The if else statement is:

if delta_k[i][j][k] >0:     

       y[i][j][k]=1

elif delta_k[i][j][k] =0 and y_old[i][j][k]=1:

         y[i][j][k]=1

else:

          y[i][j][k]=0

I have tried to solve it with the big-M approach and indicator constraints. However, I failed because I have an elif statement and thus do not have binary auxiliary variables which I can use. 

How can I convert these conditions into Gurobi constraints form in the python platform?

Kind regards and thank you very much for your support,

Lenard

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  Simranjit Kaur

  • Gurobi Staff

  2025年11月16日 23:44

  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 try Gurobot, our chatbot interface offering instant, expert-level support.
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  Jaromił Najman

  • Gurobi Staff

  2022年01月31日 15:03 編集済み

  Hi Lenard,

  Note that your \(\texttt{if-else}\)-clause states that

  if delta_k == 1 or y_old == 1 then y = 1 else y = 0. I omitted the indices for better readability.

  Since all of your variables are binary, you could use Gurobi's or constraint to model your \(\texttt{if-else}\)-clause. 

  model.addConstr(y == or_(delta_k, y_old))

  Again, I omitted the indices for readability.

  Best regards, 
  Jaromił

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  Lenard Ruede

  2022年01月31日 16:18

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  Hi Jaromil,

  thank you very much!

  Best regards,

  Lenard

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