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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'[download all files]

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# Here we use the max operator of the Python interface to create a new
# optimization problem.
# (C) Fair Isaac Corp., 1983-2021

# 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'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

print("solution: x = ", p.getSolution())

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