Questions tagged [gurobi]
Questions related to the commercial solver Gurobi Optimizer.
221
questions
1
vote
1
answer
95
views
Conditional Statements in an LP model
I am currently working on a large workforce/manpower planning model for an aviation company. This model should decide whether to hire a new pilot or to let pilots fly overtime.
It has two skillsets. ...
- 11
4
votes
1
answer
200
views
MIP Model with relaxed integer constraints takes longer to solve than normal model, why?
I am currently working on my undergrad thesis which is a mathematical optimization problem of the territory design family of problems. I am using the mathematical formulation of the problem to solve ...
1
vote
2
answers
113
views
Is there a way to obtain coefficient matrix A and RHS b of constraints equation from cplex or guribi in python?
I have a non-linear program, minimizing sum of concave functions subject to linear constraints. Hence I'm using a different solver(in Julia). However, that solver assumes we have constraints in $Ax \...
- 57
2
votes
2
answers
78
views
Small negative decision variable returned in Gurobipy model
I have a multi-period model in gurobipy with 7 types continuous decision variables and 1 type of binary (Thousands indexed total). The model solves properly and the solution has passed many validation ...
- 105
1
vote
1
answer
70
views
Smallest graph coloring in Gurobi
I am trying to design an algorithm to label a graph’s nodes with as few colors as possible
such that all pairs of nodes joined by an edge do not have the same color.
This is the code I have written so ...
- 133
1
vote
4
answers
155
views
Multi-period Inventory Balance in Gurobipy
I would like to get the inventory balance in the oponed facility $\text{C}$ such that, the Inventory at time $t$ is equal to the previous one, plus the inflow minus the outflow. I have tried to create ...
- 81
-1
votes
2
answers
56
views
How to implement tiered pricing based on weight or cube volume or order amount total into objective function with Guro i py
I am working on an optimization project here and my objective is to come out with the optimal amount of each item to buy at certain vendors that can minimize the cost while meeting the demand(already ...
3
votes
2
answers
179
views
Reformulate bilinear binary constraint
I'm a solving a model that has the following constraint:
$$
c_{p,n} = \sum_{s\in S}\sum_{i \in \{1,2,3\} } x_{p,s,i-1} x_{n,s,i}, \forall (p,n) \in C
$$
where both the $c$ and $x$ variables are binary,...
- 183
0
votes
1
answer
67
views
How to add conditions in objective functions?
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 ...
0
votes
0
answers
55
views
Gurobi-Python, unmet demand of customers
I would like to capture the unmet demand by modeling the following constraint with two decision variables. where $QU_{wc}$ is the unmet demand and $QW_{wc}$ the shipped amount of products. I model the ...
- 81
0
votes
1
answer
38
views
How to check conditional constraints added to the model?
I want to know how I can check constraints like https://www.gurobi.com/documentation/current/refman/py_model_agc_indicator.html in my model using something like ...
0
votes
2
answers
105
views
Modelling with Gurobi-Python a Supply Chain Problem
I would like to write the following simple model in GurobiPy, which is part of many terms that's belongs to the objective function, I assumed that I have three suppliers are selected and three ...
- 81
2
votes
2
answers
234
views
Using indicator constraint with two variables
I want to use the sum of two binary decision variables (when their sum equals to one) as the condition of Model.AddGenConstrIndicator https://www.gurobi.com/documentation/current/refman/...
0
votes
1
answer
111
views
How to use Gurobi variables as a dictionary index in Gurobipy
I want to model a problem that one of my variables needs to be used as an index of a dictionary in my constraints. Here is a minimal code that shows an example situation:
...
0
votes
0
answers
52
views
Multi-Scenario Gurobi Python Output
I have an lp and am trying to solve multiple scenarios at once. One of my scenarios is infeasible though this is not the issue.
For some reason, when I print m.status, both solutions have a status of ...
- 105
2
votes
3
answers
328
views
"Re-optimize" feature in Commercial Optimization
How does the "re-optimize" feature work in commercial optimization solvers such as IBM CPLEX and Gurobi? I recently experienced a considerable performance boost by re-solving a model with ...
- 392
-1
votes
1
answer
92
views
GurobiPy Tutorials and hands on from beginner to advanced
What is the best way to start modelling with GurobiPy, in order to utilize it, for research purpose (i.e. more complicated problems)?
- 81
2
votes
0
answers
54
views
Branching the product of binary and continuous variable in Gurobi
I have a binary variable (X) multiplying a continuous variable (Y). I know I can linearize by adding an auxiliary variable (I have that model working), but I now want to do my own branching in the ...
- 423
2
votes
3
answers
274
views
Robust Optimization in Gurobi
I have a research problem where my Mixed Integer Linear Program has data that follow probability distributions. I am approaching this by creating some m instances through realizations of these random ...
3
votes
2
answers
299
views
Does solver take advantage of the problem structure?
Does Guroib take advantage of the problem structure?
I am working on a large optimization problem with more than 40,000 binary variables and huge number of constraints. below is only one of the ...
- 391
1
vote
2
answers
188
views
Capacitated Maximum Coverage Location Problem, Python and Gurobi
I am trying to solve a capacitated MCLP problem with two additional constraints.
Non-overlapping circles
Minimum and Maximum value for the capacity for a circle.
for 2nd constraint, I am able to add ...
- 13
1
vote
1
answer
162
views
How to write this logical expression with Gurobi + Java, or express it as a big-m formulation
I am trying to write the following expression in Gurobi+Java or Gurobi+python, if it is more practical It could be expressed as a big-M formulation.
\begin{equation} \label{const4}
\text{D}_{uv} =
...
- 11
1
vote
0
answers
57
views
min matrix norm with gurobi v10+
I was trying to use Gurobi for a minimization problem like so:
$$
\min\|M-TX\|_1
$$
where all three terms are matrices. $X$ is the nonnegative decision variable(s) of compatible size. $M$ and $T$ are ...
- 762
3
votes
1
answer
129
views
How do I pass an objective bound to Gurobi?
I have a non-convex Quadratic Programming over unite simplex set. I have a valid lower bound on the objective function (goal is minimization problem).
If I add a constraint like
$$f(x)\geq lower~bound,...
2
votes
1
answer
136
views
Should I replace sin(theta) by piecewise linear and solve the linear problem using gurobipy or use ipopt to solve the nonlinear probelm?
I have a large nonlinear and nonconvex problem. It also has sin (theta) and cos(theta).
While gurobipy accepts sin or cos using the general constraint. gurobipy uses piecewise linear approximation, ...
- 391
1
vote
2
answers
128
views
How do I convert existing MILP problem into heuristics? or Shall I add heuristics to my existing MILP problem?
I have formulated a MILP problem & solved it using Gurobi. Below is the link to the description of MILP problem (a brief document) clearly stating its variables, constraints, and objective ...
- 29
1
vote
2
answers
121
views
Does the cvxpy replace the max function by MIP formulation under the hood?
Does the cvxpy replace the max function, which is convex, by MIP formulation under the hood when shows up in the constraints (for example, $\max(x,y)\le z$) or in the objective function? In gurobipy, ...
- 391
1
vote
0
answers
65
views
How to get seed from grbtune and set it in Gurobi?
I have tuned my model with grbtune and depending on the seed used, the runtime changes a lot: For example:
...
- 73
3
votes
1
answer
62
views
Is not the substitution method supposed to reduce the computation cost?
Is the substitution method expected to reduce the computation cost? We know it will reduce the number of variables and constraints.
I mean by substitution method is to eliminate the equality ...
- 391
5
votes
1
answer
322
views
How to formulate the inequality constraint $\sqrt{x^2+y^2} \leq z$ using gurobipy?
How to formulate the following constraint using gurobipy
$$ \sqrt{x^2 + y^2} \le z$$
where $x, y, z$ are continuous optimization variables?
I saw how to formulate it using CVXPY:
...
- 391
7
votes
3
answers
474
views
Profit Maximization LP and Incentives Scenarios
I wrote a profit maximization LP with inventory, component usage, production, and machine hours constraints. When I optimize the model, it solves as expected. When applied towards a business case, ...
- 105
2
votes
1
answer
164
views
Implementing subtour constraints to a VRP in python
Hi I have a problem related to the vehicle routing problem, where I want to implement the subtour constraints $\sum_{(i,j)\in S} x_{ij} \leq \lvert S \rvert - r(S), \: \forall S \subseteq N, S > 2$ ...
- 21
2
votes
1
answer
202
views
Pyomo supported solvers on NEOS
Pyomo has two solver managers to execute external solvers:
neos (remote execution)
serial (local execution).
...
- 153
3
votes
3
answers
541
views
Gurobi - Python: is there a way to express "OR" in a constraint?
I'm new to Gurobi in Python and I am wondering if there is way to express/code "or" in the following constraint, where $x_i$ are binary variables:
$x_i-x_i*x_{i-1} =0$
OR
$x_i*x_{i+1} =1.$
...
- 185
2
votes
1
answer
169
views
Re-optimizing pyomo model based on previous computation
I am currently new to pyomo and modelling techniques but I came across information mentioning that the CPLEX and Gurobi APIs offer a functionality where you can re-use already computed values and feed ...
- 392
3
votes
1
answer
122
views
Efficient modelling via Gurobi
I would like to model the following constraint set in gurobi-java.
\begin{equation}
t^n_{ij} \geq t^n_{(i-1)j}+S_{(i-1)j} - (1 - \sum_{\substack{m \in \mathcal{M} \\ G_{ijm} = 1}}\sum_{k \in \mathcal{...
- 529
1
vote
2
answers
120
views
Gurobipy trip scheduling empty stop problem
I am trying to create an optimizing model for a roadtrip:
10 cities in 14 weeks.
For each city I have:
a distance matrix to every city
The rain for every week of the year
My goal is to minimize the ...
- 11
3
votes
1
answer
274
views
Gurobi - Python: is there a way to express "for some" in a constraint?
I'm new to Gurobi in Python and I am wondering if there is way to express/code "for some" in the following constraint:
$x_i+x_j +x_k+x_l =2$ for some $i, j, k,l \in \{0,1,2,...., 10\}$,
...
- 185
2
votes
0
answers
123
views
OR constraint in Gurobi - Python
I'm new to Gurobi in Python and I am wondering if there is way to code the following constraints:
1- $\sum x_i =0$ for all $i\in A$ OR for all $i \in B$
where A and B are distinch sets of integers ...
- 185
3
votes
1
answer
240
views
Unexpected runtime error
I have a model that contains the sets (both ordered and Days also circular): Days and Personnel, and I'm trying to make a restriction run exaclty once per Day for every member of Personnel. I'm using ...
6
votes
1
answer
1k
views
What exactly is the optimality-gap or what does it say in integer linear programming?
I am working since a few months with gurobi and did figure out, that the gap says how far a feasible solutions is away from the optimal solution. However, what does say it exactly?
The gurobi docs ...
- 147
1
vote
0
answers
39
views
Finding the solutions using pyomo and gurobi
I have a code that uses pyomo and gurobi but when i try to run it, it doesn't give me the optimal solutions, just says that they exist. What can i do?
3
votes
0
answers
84
views
Does Gurobipy exploits sparsity of the optimization problem?
What happens when a (sparse) csr matrix / array is submitted to Gurobi (via Cvxpy framework in python).
Does it exploit the sparsity Information about the matrix or ...
- 460
2
votes
1
answer
99
views
Construction heuristic for SDCVRP
I'm not sure how I should formulate this question as precisely as possible but at the same time retaining as much specific information as possible but I'll have a go.
I have implemented a (Split ...
- 207
1
vote
0
answers
65
views
Does Gurobi solve QCQMIPs with Quadratic terms faster with then Bi-Linear terms in general?
Based on the color distance function defined here i try to find $n$ RGB colors with large inter set color distances and good color distance to white.
...
- 3,945
4
votes
1
answer
281
views
Gurobi solver with multiprocessing does not reduce total solving time
Problem
I use the syntax of gurobi with multiprocessing to solve multiple problems in parallel. Even though multiple problems are solved concurrently, the solving time for a single problem increases ...
- 81
2
votes
1
answer
219
views
linearize bilinear quadratic objective terms
I need to model a problem as a linear program. However my working solution contains a (bilinear) quadratic objective term:
$$
\sum x_i * y_i \\
x \in \{0,1\} \\
y \in \mathbb{R}^+
$$
The value of $y$ ...
- 147
3
votes
2
answers
391
views
How to formulate this in gurobi
I have subtour elimination constraint but can't understand and formulate this in gurobipy. How to formulate this ?
$$
\sum_{i \in S} \sum_{j \in S} x_{i j}^{v} \leq|S|-1 \quad v=1, \ldots, m ; S \...
- 573
1
vote
2
answers
234
views
MILP modeling Code with pyomo or gurobi or cplex or GAMS. Any link?
I am looking for MILP modeling code with stochastic/deterministic demand for Inventory ordering policy (e.g. (q,r) or (s,S) policy) with pyomo or gurobi or cplex or GAMS. Any link?
- 29
1
vote
2
answers
393
views
Subtour elimination in SDVRP
I have the model below, based on this paper. It's a vehicle routing problem with split deliveries, i.e the locations/customers can be visited by multiple vehicles that share the demand at that vehicle....
- 207