Create a problem with general constraints that use operator max
Create a simple problem using the modelling methods max for creating general constraints.
Further explanation of this example: 'Xpress Python Reference Manual'
# Here we use the max operator of the Python interface to create a new # optimization problem. # # (C) Fair Isaac Corp., 1983-2020 # Find the point that minimizes the maximum variable within a given # polytope. import xpress as xp 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 maximum of all variables, to # be minimized. p.setObjective (xp.max(*x)) # Set time limit to 20 seconds p.controls.maxtime = -20 p.solve() print("solution: x = ", p.getSolution())
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