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I want to implement some conditions in my objective function. I know adding conditions to constraints is possible through addGenConstrIndicator() but I don't know how I can add conditions in the objective function. Here is a minimal example snippet for my problem. I have variable v with size = 3, prev_values are the previous values for this variable (consider a temporal scenario with the next variable values is dependent on the previous variable values). Now, I want to check if the current value is either equal to 0 or equal to its previous values, and use it in my objective function. How can I implement this in Gurobi (below is a sketch of what I intend to implement)?

model = gp.Model()
E = [2, 4, 7]
prev_values = [4, 5, 1]
v = model.addVar(3, lb=0, vtype=gp.GRB.INTEGER, )

def check(vn, vp):
    if vn == 0 or vn == vp:
        return 0
    return 1

model.setObjective(max([check(v[i], prev_values[i]) * E[i] for i in range(3)]) , gp.GRB.MINIMIZE)
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1 Answer 1

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If you are trying to maximize $\sum_i E_i f(v_i, p_i)$ where $v_i$ and $p_i$ are nonnegative integer variables and $f(v_i, p_i)$ is zero if either argument is zero and 1 if both arguments are strictly positive, you can do it by introduce a new binary variable $z_i$ to represent the value of $f(v_i, p_i).$ (I'm assuming here that $E_i$ is a nonnegative parameter.) Your object becomes $\max \sum_i E_i z_i,$ and you add the constraints $z_i \le v_i$ and $z_i \le p_i$ for all $i.$

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  • $\begingroup$ thank you for answer, could you plz elaborate a bit more on how I can add this new binary variable to the Gurobipy? $\endgroup$ Commented Mar 9, 2023 at 20:13
  • $\begingroup$ No, I cannot, since I am not a Gurobi user (nor a Python user). $\endgroup$
    – prubin
    Commented Mar 9, 2023 at 20:26

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