| |||||||||||

Create a problem with general constraints that use operator abs Description Create a simple problem using the modelling methods abs for creating general constraints. Further explanation of this example:
'Xpress Python Reference Manual'
Source Files By clicking on a file name, a preview is opened at the bottom of this page.
general_constraints_abs.py # Example using general constraints - the abs() operator # # (C) Fair Isaac Corp., 1983-2021 import xpress as xp # Here we use the abs operator of the Python interface to create a new # optimization problem. # Find the point that minimizes the l-1 norm within a given polytope, # i.e. the sum of the absolute values of the coordinates of a point in # a polytope. p = xp.problem() # Read data from a problem of MIPLIB 2017 p.read('pk1.mps.gz') # Retrieve all variables of the original problem x = p.getVariable() # Change objective function to the l-1 norm of the variable vector, to # be minimized. p.setObjective (xp.Sum(xp.abs(v) for v in x)) # Set time limit to 20 seconds p.controls.maxtime = -20 p.optimize() print("solution:", p.getSolution()) | |||||||||||

© Copyright 2023 Fair Isaac Corporation. |