Can I use generalized constraints in JuMP?

Specific Domains Optimization (Mathematical)
1

Hi, all,

There is a simple programming with generalized constraints (min(…)), but the julia tells me errors as follows:

ERROR: LoadError: MethodError: no method matching isless(::AffExpr, ::AffExpr)
Closest candidates are:
isless(::Any, ::Missing) at missing.jl:88
isless(::Missing, ::Any) at missing.jl:87

The problem is can I use generalized constraints in JuMP naturally, and the codes are:

model = Model(Gurobi.Optimizer)
@variables(model, begin
    s[1:8], Bin
    z[1:8], Bin
    d[1:8], Bin
    o[1:8], Bin
end)

for t in 1:8
    @constraint(model, o[t] == min((1 - s[t]) + z[t], 1 - d[t]))
end

@constraints(model, begin
    s[1:3] .== 0
    s[4:end] .== 1
    z[1:5] .== 0
    z[6:end] .== 1
    d[1:2] .== 1
end)

optimize!(model)

value.(o)

And the expected output may be:
[0, 0, 1, 0, 0, 1, 1, 1]

I already know if I use the Gurobi solver, the codes above can use the following form (may with nonconvex optimizer in gurobi?)

model = Model(Gurobi.Optimizer)
@variables(model, begin
    s[1:8], Bin
    z[1:8], Bin
    d[1:8], Bin
    o[1:8], Bin
end)

for t in rg(8)
    @constraint(model, o[t] == ((1 - s[t]) + z[t]) * (1 - d[t]))
end

@constraints(model, begin
    s[1:3] .== 0
    s[4:end] .== 1
    z[1:5] .== 0
    z[6:end] .== 1
    d[1:2] .== 1
end)
optimize!(model)

value.(o)
2

can I use generalized constraints in JuMP naturally

No. You need to formulate this as a MIP.

1 Like
3

Check out 9 Mixed integer optimization — MOSEK Modeling Cookbook 3.3.0
You can adapt the “Maximum” formulation to a “Minimum” formulation, using min (x,y) = -max(-x,-y).

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