Suppose I have a data matrix A that is used in one of the constraints: using JuMP nx, ny = 150, 100 A = rand(nx, ny) m = Model() @variable(m, X[1:nx,1:ny]) @constraint(m, [i=1:nx,j=1:ny], X[i,j]-A[i,j] ≤ tol) # more constraints and objective... for i=1:100 # solve optimization solve(m) …

http://www.juliaopt.org/JuMP.jl/0.18/probmod.html#modifying-constraints JuMP does not currently support changing constraint coefficients. For less-than and greater-than constraints, the right-hand-side can be changed. Since you’re only changing right-hand-sides in this particular case, you shoul…

Thank you @tkoolen , that is already very handy. I have read that page, but for some reason I assumed my use case didn’t fiit in the RHS. I will give it a try.

For completeness, could you please write down the code for the use case with a matrix that I explained? I am not sure how to change the RHS for all [i,j], should I loop?

using JuMP nx, ny = 150, 100 A = rand(nx, ny) tol = 1e-3 m = Model() @variable(m, X[1:nx,1:ny]) @constraint(m, foo_constraints[i=1:nx,j=1:ny], X[i,j] ≤ A[i,j] + tol) # move over to RHS just for clarity # more constraints and objective... for i=1:100 # solve optimization # solve(m) …

Thanks! Just to confirm, in my actual formulation there is an additional matrix variable Y in the constraint in place of the tol, but I believe the answer holds the same: @variable(m, Y[1:nx,1:ny]) @constrant(m, mycon[i=1:nx,j=1:ny], X[i,j] - A[i,j] ≤ Y[i,j]) # for clarity we can write @constrant…

Currently, is there any way to update linear equality constraints? Even if it requires the master branch of JuMP, I’d like to give it a try. Alternatively, suppose I have a named constraint and that I need to completely replace it, is it possible? Also, in the http://jump.readthedocs.io/en/latest/…

Updating data in JuMP constraints iteratively?

Specific Domains Optimization (Mathematical)

miles.lubin August 23, 2017, 11:20am 7

Coefficient changes will be possible following the transition to MathOptInterface.

Modify equality constraints in JuMP

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Updating data in JuMP constraints iteratively?

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