Hussein Sharadga

This one now works! Thank you Jaromił Najman         def mycallback(model, where):          if where == GRB.Callback.MESSAGE:              if 'Variable types' in m.cbGet(GRB.Callback.MSG_STRING):  ...

Dear Dr. Jaromił Najman Thank you so much. Hussein

Thank you so much! Mario Ruthmair You are right. In my second case, the constraint was not added to the model.    Best, Hussein

Thank you so much! Jaromił Najman     Best, Hussein

Thank you so much! Jaromił Najman  I am working on a large-scale problem. I created this small example. But the objective function will be concave here. Gurobipy can find the minimum for a concave ...

Thank you so much! Jaromił Najman  I am working on a large-scale problem and wanted to know if all constraints are linear or convex with a nonconvex objective function that gurobipy can solve it in...

Dear Mr. Jaromił,   Thank you so much for your comment! This model is a Markov decision process which is supposed to be feasible, but I guess because I have a large number of equality constraints a...

Thank you so much! I do appreciate your time.   Hussein

Thank you so much. That fixes the problem! Yes, pro is constant as they have a  similar probability.