FICO Xpress Optimization Examples Repository: Create a problem with general constraints with operator max by using the API

FICO Xpress Optimization Examples Repository

Create a problem with general constraints with operator max by using the API

Description

Create a simple problem using the API function problem.addgencons for creating max general constraints.

Further explanation of this example: 'Xpress Python Reference Manual'

general_constraint_max_api.zip

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Source Files

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general_constraints_max_api.py

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general_constraints_max_api.py

# Here we use the max operator of the Python interface to create a new
# optimization problem.
#
# (C) Fair Isaac Corp., 1983-2024

# 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 5 seconds
p.controls.timelimit = 5
p.optimize()

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