Quadratic function as objective function

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Fatima Ezzahra El habibi

2022年05月16日 07:58

Hello,

I am working on a maximization problem.

This is the original objective function:

model.setObjective(v @ x, GRB.MAXIMIZE)

But I need to make it a quadratic function: (v@x)**2.

If I write it like the following I get an error, so I am not sure how I should formulate it.

model.setObjective((v @ x)**2, GRB.MAXIMIZE)

Could someone help me with this issue?

Thank you in advance!!

Fatima

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Simranjit Kaur

Gurobi Staff

2025年11月16日 23:37
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Jonasz Staszek

Community Moderator

2022年05月16日 08:31
You seem to be using the matrix expressions for \(v\) and \(x\), is this correct? If yes, you need to define your objective as MQuadExpr.

If you store your variables and parameters in (tuple)dicts, this example should shed some light.

Best regards
Jonasz
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Fatima Ezzahra El habibi

2022年05月16日 11:32
Thank you for your answer Jonasz.

Could you explain how I can use MQuadExpr in my case? I didn't understand how to write the code..
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Jonasz Staszek

Community Moderator

2022年05月17日 07:16 編集済み
Assuming \(x\) corresponds to the variable matrix and \(v\) to some coefficients, I'd imagine the following to work:
```
model.setObjective(x @ v @ x, GRB.MAXIMIZE)
```
Best regards
Jonasz
1
Fatima Ezzahra El habibi

2022年05月17日 07:31
Thank you!!

Kind regards.

Fatima
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