This might not be JuMP specific, but I’m trying to learn how to use JuMP for LPs.
Do I need to specify the size of the variable x? It should be a 2-d vector. If so, how?
My goal is to solve:
$$\max_x cx $$ subject to $$Ax <= b, x>=0$$.
A is the identity matrix. c = [1,0], b = [1,1].
Below is a picture of my code and output of the print model command. When I print the model it outputs weird inequalities suggesting something is wrong. See screenshot:
Ok thanks that runs now, but it does appear to be quite what I want. See printed output below.
Maybe I’m not properly specifying the vectors b and c or the matrix A? Or do I need to somehow specify the type of x?
My goal is to solve $$\max_x cx $$ subject to $$Ax <= b, x>=0$$
A is the identity matrix. c = [1,0], b = [1,1].
When it prints the model, the output is very weird (see above). One of the inequalities has 0<1, for example. I was expecting it to print something like the following for the constraints:
How about setting your variable in this way: @variable(model, x[1:2] >= 0) and reverting the constraint to @constraint(model, A*x <= b)?
I think this satisfies your constraints ([x[1] - 1, x[2] - 1] ∈ MathOptInterface.Nonpositives(2) is equivalent to your x_1 + 0*x_2 <= 1, 0*x_1 + x_2 <= 1).
Just copied your code. Still getting same error: @constraint(model, $(Expr(:escape, :A)) * $(Expr(:escape, :x)) <= b): Unexpected vector in scalar constraint. Did you mean to use the dot comparison operators like .==, .<=, and .>= instead?
Thanks for all this help, but this seems awful difficult. Are you an expert in JuMP? If not, maybe I should wait for someone with specialization in this package?
You seem to work in a Jupyter notebook there - you might get into spaghetti issues with the cells: please make sure you are executing the model = Model(HiGHS.Optimizer) before running the other operations on the model.
Yeah I’m in Jupyter notebook. I executed that line first. I also tried restarting the kernel to make sure no other cell is messing with things. I still get same error with the matrix approach (i.e. without specifying the components of x explicitly).
Here you have my vs-code naive execution - it just works:
Anyway - to answer your question: I cannot call myself an expert on JuMP - so if you need a contribution at that level for your specific problem, I think it is best to leave this to other users that might be more qualified.
However, for reference, here is the solution I proposed (which you seem to have issues in executing without getting an error):
A = [1 0; 0 1]
b = [1;1]
c = [1,0]
model = Model(HiGHS.Optimizer)
set_silent(model)
@variable(model, x[1:2] >= 0)
@constraint(model, A*x <= b)
@objective(model, Max, sum(c .* x));
optimize!(model)
print(model)
#Subject to
# [x[1] - 1, x[2] - 1] ∈ MathOptInterface.Nonpositives(2)
# x[1] ≥ 0
# x[2] ≥ 0
I wish you luck.
P. S. I see that you actually added [x[1] - 1, x[2] - 1] ∈ MathOptInterface.Nonpositives(2) to your constraint: please note that I indicated that as an output that satisfied your stated expectations, not instructed actually to build a constraint from that. The actual instruction was above that paragraph:
I was intrigued by what’s happening, so here is my two cents. First case:
@variable(model, x >= 0) ###Creates a scalar variable x
@constraint(model, A*x .<= b)
JuMP doesn’t know that x is supposed to be a vector. If x is a scalar, then A*x=[x 0;0 x]. Using A*x.<=b gives a column-wise comparisons: [x;0]<=[1;1] and [0;x]<=[1;1], which, in turn, give the element-wise scalar constraints x<=1, 0<=1, 0<=1, x<=1.
Telling JuMP that x is a vector
@variable(model, x[1:2] >= 0) ###Creates a vector variable x with x[1] and x[2]
If x is a vector of size 2x1, then A*x is also a vector of size 2x1. And whereas both A*x<=b and A*x.<=b give mathematically the same constraints, numerically they can differ, see: Constraints · JuMP.
Using @constraint(model, A*x .<= b) we get four separate scalar constraints (two from the matrix multiplication, two from the definition of x):
Using @constraint(model, A*x <= b) we get one vector constraint from the matrix multiplication and two scalar constraints from the definition of x:
