Constraints with for loop and if statements

Specific Domains Optimization (Mathematical)
1

Hi, I am new to Julia and by extension JuMP. I am trying to rewrite a model for an optimization problem from Matlab to Julia using JuMP. Now following the documentation on the JuMP webpage, I have some doubts about writing the constraints in Julia. In Matlab, one of my constraint looks like this:

uc_miqp.Constraints.isOn = optimconstr(nHours, nUnits)
for kk = 1:nHours
    for jj = 1:nUnits
        uc_miqp.Constraints.isOn(kk, jj) = isOn(kk, jj) <= 1
    end
end

And following the documentation, I have rewritten it as follows:

@constraint(uc_miqp, [kk = 1:nHours, jj = 1:nUnits], isOn[kk, jj] <= 1)

Now I think what I have is correct, but what if I wanted to have it resemble the code in Matlab. Would it look like this:

for kk = 1:nHours
    for jj = 1:nUnits
        @constraint(uc_miqp, isOn[kk, jj] <= 1)
    end
end

Furthermore, I have some constraints with for loops and if else statements. What would be the correct or recommended way to implement something like this? This following is what I have implemented in Julia for for loops containing if else statements. For example if the Matlab code is :slight_smile:

uc_miqp.Constraints.isOn = optimconstr(nHours, nUnits)
for kk = 1:nHours
    for jj = 1:nUnits
        if kk <= 5
            uc_miqp.Constraints.isOn(kk, jj) = isOn(kk, jj) <= 1
        else
            uc_miqp.Constraints.isOn(kk, jj) = isOn(kk, jj) >= 1
        end
    end
end

I have implemented this is in Julia using the following 2 constraints:

@constraint(uc_miqp, [kk = 1:nHours, jj = 1:nUnits; kk <= 5], isOn[kk, jj] <= 1)
@constraint(uc_miqp, [kk = 1:nHours, jj = 1:nUnits; kk > 5], isOn[kk, jj] >= 1)

Would this be the best way to implement this?
The constraints may not make logical sense, it only used as an example.

2

You can rewrite this to be exactly the same if you want:

for kk = 1:nHours
    for jj = 1:nUnits
        if kk <= 5
            @constraint(uc_miqp, isOn[kk, jj] <= 0)
        else
            @constraint(uc_miqp, isOn[kk, jj] >= 0)
        end
    end
end

Incidentally, you should use j and k as your loop variables in julia. The convention of ii, jj, kk is very ugly, and only born in matlab out of fear of interfering with the imaginary number constants i/j, which is a problem julia doesn’t suffer from.

For that matter, you can also do:

@constraint(uc_miqp, isOn[1:5,  :] .<= 0)
@constraint(uc_miqp, isOn[6:end, :] .>= 0)
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