How to use functions in objective & constraint specification in Gurobi Java API?

[Muhammad Bilal]

Hi All,

I am trying to rewrite Matlab code for Java Gurobi API. 

I have the following Matlab specification for the objective function: 

minimize (sum(Ap) - (h'*w))

Similarly one of the Matlab constraint is specified as below:

y(1) + h(1) + r <= h(8) + mod (hp(1), const);

My question is how to use functions (like sum and mod) in Java API for Gurobi while specifying objectives and constraints of the model.

Any help or guidance will be highly appreciated.

Many Thanks and Kind Regards

Bilal

[Renan Garcia]

Can you please specify which of the arrays p, h, w and y are decision variables vs constants?

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[Muhammad Bilal]

• Constant: Ap, r, hp (array), const
  
• Decision variables: h, y, w 
  

[Renan Garcia]

For the objective, you can do something like:

  // Set objective: minimize (sum(Ap) - (h'*w))

  GRBQuadExpr obj = new GRBQuadExpr();

  for (double value: Ap) obj.addConstant(value);

  for (int i = 0; i < h.length; i++) obj.addTerm(-1.0, h[i], w[i]);

  model.setObjective(obj, GRB.MINIMIZE);

Note that this means you are minimizing a non-convex quadratic function, which is not supported by Gurobi.

Assuming r is an array, then you want to create a constraint for each value of r? If so, you can do something like:

  // Add constraints: y(1) + h(1) - h(8) <= mod (hp(1), con) - r

  for (double value: r)

  {

    GRBLinExpr expr = new GRBLinExpr();

    expr.addTerm(1.0, y[0]);

    expr.addTerm(1.0, h[0]);

    expr.addTerm(-1.0, h[7]);

    double rhs = (hp[0] % con) - value;

    model.addConstr(expr, GRB.LESS_EQUAL, rhs, "");

  }

Note that Matlab indexes from 1 to n, while Java indexes from 0 to n-1. Also, you shouldn't use the variable name 'const' in Java, since it's a keyword.

[Muhammad Bilal]

Many thanks for really nice explanation and code. 

Your help is much appreciated.

Bilal

[Muhammad Bilal]

Is there a work around to use Gurobi API for this problem. I mean is it possible to convert this objective to alternate convex objective?

[Muhammad Bilal]

I tried the following setting for the model to execute but no successful:

model.getEnv().set(GRB.IntParam.PreQLinearize, 1);