Write constraint

回答済み

edoardo grammatico

2022年03月18日 13:49

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Please visit the following (LINK) to have access the google colab file.

At this cell (LINK), I am trying to write the following constraint 

### Constraints
- **Maximum investment** 
x_1 + x_2 = a

 I have tried the following code 

m.addConstr(sum(StockWeight[i] for i in range(0,2)) == MaxInvest, name = 'MaxInvest') 

but the output is wrong.

 

 

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  Jaromił Najman

  • Gurobi Staff

  2022年03月18日 15:05

  Could you elaborate what exactly is wrong with this constraint?

  The code you wrote adds the constraint

  MaxInvest: StockWeight[0] + StockWeight[1] = MaxInvest

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  edoardo grammatico

  2022年03月18日 17:39

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  I solved it Jaromił Najman, thanks for the support.

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