JuMP, one constraint with two inequalities in the expression, is it possible?

Specific Domains Optimization (Mathematical)
1

Hi, I am having trouble to implement the following constraint (with two inequalities). Does JuMP accept this kind of expression?
@constraint(model, con4[i in Vtotal, j in Vcustomer; i != j], x[i,j] * Menergy[i,j] - (1-x[i,j])*Q
<= y[i] - y[j] <= x[i,j] * Menergy[i,j] + (1-x[i,j])*Q)

2

Happy new year and welcome,
I don’t know if JuMP supports such constraints, but you could split them up into two sets of constraints, e.g.,

@constraint(model, con4[i in Vtotal, j in Vcustomer; i != j], x[i,j] * Menergy[i,j] - (1-x[i,j])*Q
<= y[i] - y[j] )

and

@constraint(model, con5[i in Vtotal, j in Vcustomer; i != j], y[i] - y[j] <= x[i,j] * Menergy[i,j] + (1-x[i,j])*Q)

(Note that I did not check if the above syntax is correct)

3

You may also consider using expression definitions for complicated terms:
https://jump.dev/JuMP.jl/stable/manual/expressions/
https://jump.dev/JuMP.jl/stable/reference/expressions/#JuMP.@expression

(or if you’re expression is not linear or quadratic, see Nonlinear Modeling · JuMP)

1 Like
4

@mike_k Thank you for your reply. I solve it with the two constraints.

1 Like
5

@jd-foster Thank you for your reply and the link.