FICO Xpress Optimization Examples Repository: Create a problem with general constraints that use operator abs

FICO Xpress Optimization Examples Repository

Create a problem with general constraints that use operator abs

Description

Create a simple problem using the modeling methods abs, And and max, as well as their corresponding modeling constructs using the API method problem.addgencons, for creating general constraints.

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

general_constraints.zip

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Source Files

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general_constraints_abs.py	[download]
general_constraints_logic.py	[download]
general_constraints_max.py	[download]

general_constraints_max.py

# General constraints example using the xpress.max() operator and
# the problem.addgencons() API method.
#
# Finds the point that minimizes the maximum variable within a given
# polytope.
#
# (C) 1983-2025 Fair Isaac Corporation

import xpress as xp

formulate_using_max = True  # If True - will use xpress.max, else - will use problem.addgencons.

p = xp.problem()

# Read data from a problem of MIPLIB 2017.
p.readProb('Data/pk1.mps.gz')

# Retrieve all variables of the original problem.
x = p.getVariable()

if formulate_using_max:
    # Here we use the max operator of the Python interface to create a new
    # optimization problem.

    # Change objective function to the maximum of all variables, to
    # be minimized.
    p.setObjective (xp.max(x))
else:
    # Here we use the API function problem.addgencons().

    # First create a variable that will be used in the
    # call to problem.addgencons() and in the objective function.
    max_x = p.addVariable()

    p.addGenCons([xp.gencons_max], [max_x], [0], x)

    # Change objective function to the maximum of all variables, to
    # be minimized.
    p.setObjective(max_x)

# Set time limit to 5 seconds.
p.controls.timelimit = 5
p.optimize()

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