Decision Optimization

Decision Optimization

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  • 1.  Using indicator constraints in CPLEX (Python)

    Posted 06/04/20 11:48 AM
    Hello,

    I am having some troubles implementing indicator-constraints in my mixed integer linear program ( MILP ). I am using the following code where K and J are some integers:

    z = m.binary_var_matrix( J , K , 'z' )
    t = m.binary_var_list( K , name = 't' )

    for k in K:
         m.add_indicator( t [ k ] , ( m.sum ( z [ j , k ] for j in J ) >= 1 ) , active_value = 1 )

    I want to check whether the sum over the z variables is greater or equal to 1 for each k. When I run m.number_of_indicator_constraints I do see that the indicator constraints are added to my model but when I solve the problem all values of t ( my indicator ) are equal to 0, while for some k the sum over z [ j , k ] >= 1, such that the some values of t should equal 1. Is there something I am missing in my implementation or do I have to use a different function?

    Thank you in advance!

    Lourens

    ------------------------------
    Lourens
    ------------------------------

    #DecisionOptimization


  • 2.  RE: Using indicator constraints in CPLEX (Python)

    Posted 06/04/20 12:20 PM
    Edited by System Admin 01/20/23 04:44 PM
    Hi,

    could 

    https://community.ibm.com/community/user/datascience/communities/community-home/digestviewer/viewthread?MessageKey=badfe15c-f7d2-46ff-a989-78c7930df811&CommunityKey=ab7de0fd-6f43-47a9-8261-33578a231bb7&tab=digestviewer#bmbadfe15c-f7d2-46ff-a989-78c7930df811

    help ?

    or you prefer

    from docplex.mp.model import Model

mdl = Model(name='buses')
nbbus40 = mdl.integer_var(name='nbBus40')
nbbus30 = mdl.integer_var(name='nbBus30')
mdl.add_constraint(nbbus40*40 + nbbus30*30 >= 300, 'kids')
mdl.minimize(nbbus40*460 + nbbus30*360)

mdl.solve()

for v in mdl.iter_integer_vars():
    print(v," = ",v.solution_value)

print()
print("with indicator")

notusebus40 = mdl.binary_var(name='notuseBus40')
notusebus30 = mdl.binary_var(name='notuseBus30')

mdl.add_indicator(notusebus40,(nbbus40==0),active_value = 1)
mdl.add_indicator(notusebus30,(nbbus30==0),active_value = 1)

nbKindOfBuses = mdl.integer_var(name='nbKindOfBuses')
mdl.add(nbKindOfBuses==2-notusebus40-notusebus30)

mdl.minimize(nbbus40*460 + nbbus30*360+(nbKindOfBuses-1)*(500))

mdl.solve()

for v in mdl.iter_integer_vars():
    print(v," = ",v.solution_value)

for v in mdl.iter_binary_vars():
    print(v," = ",v.solution_value) 
​

    which gives

    nbBus40  =  6.0
nbBus30  =  2.0

with indicator
nbBus40  =  0
nbBus30  =  10.0
nbKindOfBuses  =  1.0
notuseBus40  =  1.0
notuseBus30  =  0​


    ------------------------------
    ALEX FLEISCHER
    ------------------------------



  • 3.  RE: Using indicator constraints in CPLEX (Python)

    Posted 06/05/20 07:39 AM
    Hi Alex,

    Thanks a lot! I managed to do it with the logical constraint from the link!

    ------------------------------
    Lourens Vale
    ------------------------------

    Original Message


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