Gurobi AddGenConstrPoly() in JuMP

Specific Domains Optimization (Mathematical)
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1

Hi All,
Can we code GRBModel.AddGenConstrPoly()
constraint available in gurobi directly in JuMP.

The MINLP is solved using Juniper. we want to try Gurobi for this.

2

You’ll need to use the C API https://www.gurobi.com/documentation/11.0/refman/c_agc_poly.html

Something like:

using JuMP, Gurobi
column(x::VariableRef) = Gurobi.c_column(backend(owner_model(x)), index(x))
model = direct_model(Gurobi.Optimizer())
@variable(model, x)
@variable(model, y)
p = [3.0, 0.0, 0.0, 7.0, 3.0]
GRBaddgenconstrPoly(backend(model), C_NULL, column(x), column(y), 5, p, "")
optimize!(model)

See also: Can't solve a problem with nonlinear terms like x^0.7 or x^3 using JuMP with Gurobi 11 - #8 by odow

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3

See also GitHub - jump-dev/Gurobi.jl: Julia interface for Gurobi Optimizer

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4

Dear Odow
with [2e9cd046] Gurobi v1.2.0 on julia 1.6

julia> column(x::VariableRef) = Gurobi.c_column(backend(owner_model(x)), index(x))
column (generic function with 1 method)
julia> model = direct_model(Gurobi.Optimizer())
A JuMP Model
Feasibility problem with:
Variables: 0
Model mode: DIRECT
Solver name: Gurobi

julia> @variable(model, x[i in 1:2])
2-element Vector{VariableRef}:
 x[1]
 x[2]

julia> @variable(model, y[1:2])
2-element Vector{VariableRef}:
 y[1]
 y[2]

julia> GRBaddgenconstrPow(backend(model), "x1^0.7", column(x[1]), column(y[1]), 0.7, "")
ERROR: UndefVarError: c_column not defined
Stacktrace:
 [1] column(x::VariableRef)
   @ Main .\REPL[32]:1
 [2] top-level scope
   @ REPL[36]:1

julia> GRBaddgenconstrPow(backend(model), "x2^3", column(x[2]), column(y[2]), 3.0, "")
ERROR: UndefVarError: c_column not defined
Stacktrace:
 [1] column(x::VariableRef)
   @ Main .\REPL[32]:1
 [2] top-level scope
   @ REPL[37]:1

julia> @objective(model, Min, y[1] + y[2])
y[1] + y[2]

julia> optimize!(model)
5

Are you sure you typed exactly:

using JuMP, Gurobi
column(x::VariableRef) = Gurobi.c_column(backend(owner_model(x)), index(x))

What did you type before the code you posted?

Note that you need Gurobi.c_column not just c_column.

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6

yes it was typo. Thanks for the reply.

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7

Hi
can do the same for JUMP expressions?

8

You cannot.

Define an additional variable and use an equality constraint to make the additional variable equal to the expression.

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