Constraint MINLP problem

Specific Domains Optimization (Mathematical)
, ,
1

Hello. I was wondering if someone could clarify a question for me. I have a problem when it comes to modeling in JuMP. I have a MINLP problem with the following objective function and constraints.

@NLobjective(model,Min,sum(sum((c_00[i]+c_10[i]*x[i,t] + c_01[i]*n[i,t]+ c_20[i]*(x[i,t])^2 +c_11[i]*x[i,t]*n[i,t] + c_02[i]*(n[i,t])^2) +y[i,t] for i=1:nus)+μ*(z[t])^2 for t=1:nd))


@variable(model,x[i=1:nus,t=1:nd]≥0)
@variable(model, n[i=1:nus, t=0:nd],Int)

for i=1:nus
    fix(n[i, 0], 3)
end
@variable(model,y[i=1:nus,t=1:nd]≥0,Int)
@variable(model,z[t=1:nd]≥0)

@constraint(model,restri[i=1:nus,t=1:nd],y[i,t]≥n[i,t]-n[i,t-1])   (1)
@constraint(model,restric[i=1:nus,t=1:nd],y[i,t]≥n[i,t-1]-n[i,t])  (2) 
@constraint(model,lim_nummaq[i=1:nus,t=1:nd],nmin[i,t]≤n[i,t]≤nmax[i,t]) (3)
@constraint(model,lim_geracao[i=1:nus,t=1:nd],xmin[i,t].*n[i,t]≤x[i,t]≤xmax[i,t].*n[i,t]) (4)
@constraint(model,demanda[t=1:nd],sum(x[i,t] for i=1:nus)+z[t]==d[t]) (5)
@constraint(model,meta_geracao[i=1:nus],sum(x[i,t] for t=1:nd)==metas[i]*24) (6)

The restriction (4) is dependent on the variable n [i, t], with xmin and xmax being lower and upper bounds respectively and when I run the model I get the following message: n[i, t] expected to be a number. How do I write this constraint in the correct way?xmin and xmax must depend on n[i,t].

2

Hi there. Please read Please read: make it easier to help you and provide a minimal reproducible example. To be able to help, we need to be able to run your code. In particular, I don’t know the data scubas xmin and xmax

3 
using JuMP,AmplNLWriter

us=["Chavante","Capivara"]
d=[1080 864 702 621 594 810 972 1080 1161 1242 1296 1188 1350 1512 1485 1458 1215 1053 999 1053 1107 945 864 783]
metas=[220,320]
xmin=[30 30 30 30 30 30 30 30 30 30 30 30 30 30 30 30 30 30 30 30 30 30 30 30; 50 50 50 50 50 50 50 50 50 50 50 50 50 50 50 50 50 50 50 50 50 50 50 50]
xmax=[440 440 440 440 440 440 440 440 440 440 440 440 440 440 440 440 440 440 440 440 440 440 440 440;640 640 640 640 640 640 640 640 640 640 640 640 640 640 640 640 640 640 640 640 640 640 640 640]
nmin=[1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1;1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1]
nmax=[4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4;4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4]
cpp=[3*110,3*160]
cp=3
c_00=[0.1959,-0.006446]
c_10=[1.369,2.227]
c_01=[12.96,38.23]
c_20=[0.001165,0.002172]
c_11=[-0.142,-0.4079]
c_02=[4.353,18.59]
μ=0.2

model = Model(
    () -> AmplNLWriter.Optimizer(
        "C:/GAW/MAC/Downloads/bonmin-win64/bonmin.exe"
    )
)

nus=length(us)
nd=length(d)

@NLobjective(model,Min,sum(sum(cp*(c_00[i]+c_10[i]*x[i,t] + c_01[i]*n[i,t]+ c_20[i]*(x[i,t])^2 +c_11[i]*x[i,t]*n[i,t] + c_02[i]*(n[i,t])^2)+cpp[i]*y[i,t] for i=1:nus)+μ*(z[t])^2 for t=1:nd))

@variable(model,x[i=1:nus,t=1:nd]≥0)
@variable(model, n[i=1:nus, t=0:nd],Int)
for i=1:nus
    fix(n[i, 0], 3)
end
@variable(model,y[i=1:nus,t=1:nd]≥0,Int)
@variable(model,z[t=1:nd]≥0)

@constraint(model,restri[i=1:nus,t=1:nd],y[i,t]≥n[i,t]-n[i,t-1]) (1)
@constraint(model,restric[i=1:nus,t=1:nd],y[i,t]≥n[i,t-1]-n[i,t])  (2)
@constraint(model,lim_nummaq[i=1:nus,t=1:nd],nmin[i,t]≤n[i,t]≤nmax[i,t])  (3)
@constraint(model,lim_geracao[i=1:nus,t=1:nd],xmin[i,t].*n[i,t]≤x[i,t]≤xmax[i,t].*n[i,t])  (4)
@constraint(model,demanda[t=1:nd],sum(x[i,t] for i=1:nus)+z[t]==d[t])        (5)
@constraint(model,meta_geracao[i=1:nus],sum(x[i,t] for t=1:nd)==metas[i]*24)  (6)

Like this?

4
  1. You need to specify the @NLobjective after declaring your variables.
  2. You need to split constraint (4) into two constraints, one for each side of the inequality. We used to throw a nicer error message. This is a regression in the latest release. (Edit: issue https://github.com/jump-dev/JuMP.jl/issues/2599)
  3. You can use Bonmin_jll instead of bonmin.exe

Here’s how I would write your code

using JuMP
import AmplNLWriter
import Bonmin_jll

us = ["Chavante","Capivara"]
d = [
    1080 864 702 621 594 810 972 1080 1161 1242 1296 1188 1350 1512 1485 1458 1215 1053 999 1053 1107 945 864 783
]
metas = [220,320]
xmin = [
    30 30 30 30 30 30 30 30 30 30 30 30 30 30 30 30 30 30 30 30 30 30 30 30
    50 50 50 50 50 50 50 50 50 50 50 50 50 50 50 50 50 50 50 50 50 50 50 50
]
xmax = [
    440 440 440 440 440 440 440 440 440 440 440 440 440 440 440 440 440 440 440 440 440 440 440 440
    640 640 640 640 640 640 640 640 640 640 640 640 640 640 640 640 640 640 640 640 640 640 640 640
]
nmin = [
    1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
    1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1 1
]
nmax = [
    4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4
    4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4 4
]
cpp = [3 * 110, 3 * 160]
cp = 3
c_00 = [0.1959, -0.006446]
c_10 = [1.369, 2.227]
c_01 = [12.96, 38.23]
c_20 = [0.001165, 0.002172]
c_11 = [-0.142, -0.4079]
c_02 = [4.353, 18.59]
μ = 0.2

model = Model() do
    AmplNLWriter.Optimizer(Bonmin_jll.amplexe)
end

nus = length(us)
nd = length(d)

@variables(model, begin
    x[i=1:nus, t=1:nd] >= 0
    n[i=1:nus, t=0:nd], Int
    y[i=1:nus, t=1:nd] >= 0,Int
    z[t=1:nd] >= 0
end)
for i in 1:nus
    fix(n[i, 0], 3)
    for t in 1:nd
        set_lower_bound(n[i, t], nmin[i, t])
        set_upper_bound(n[i, t], nmax[i, t])
    end
end
@NLobjective(
    model,
    Min,
    sum(
        sum(
            cp * (
                c_00[i] + 
                c_10[i] * x[i, t] +
                c_01[i] * n[i, t] + 
                c_20[i] * x[i, t]^2 +
                c_11[i] * x[i, t] * n[i, t] + 
                c_02[i] * n[i, t]^2
            ) + 
            cpp[i] * y[i, t]
            for i = 1:nus
        ) + μ * z[t]^2 
        for t = 1:nd
    )
)
@constraints(model, begin
    [i=1:nus, t=1:nd], y[i, t] >= n[i, t] - n[i, t-1]
    [i=1:nus, t=1:nd], y[i,t] >= n[i, t-1] -n[i, t]
    [i=1:nus, t=1:nd], xmin[i, t] * n[i, t] <= x[i, t]
    [i=1:nus, t=1:nd], x[i, t] <= xmax[i, t] * n[i, t]
    [t=1:nd], sum(x[:, t]) + z[t] == d[t]
    [i=1:nus], sum(x[i, :]) == 24 * metas[i]
end)
2 Likes
5

Thanks for your help. Is there a difference between Bonmin_jll and bonmin.exe? I run the code with bonmin.exe

6

Is there a difference between Bonmin_jll and bonmin.exe?

No. But you can install Bonmin_jll via the Julia package manager instead of having to keep a copy of the .exe around and remember the path.

1 Like