addGenConstrMax() with expressions

[Pablo Santibanez]

Is it possible to use addGenConstrMax() with expressions (containing variables) instead of just variables?

In particular, I'm looking to model W = Max(1-Xi), which of course can be modelled using (1 - W) in the formulation but I'm trying to avoid rewriting the code.

I'm using Gurobi 7.0.2.

Thanks!

[Tobias Achterberg]

No, you need to introduce an auxiliary variable:

W = Max(Yi)
Yi = 1 - Xi

This is just a modeling overhead and will not affect solve times (in a systematic way).
Gurobi's presolve will eliminate Yi again.

Regards,

Tobias

[Pablo Santibanez]

Thanks Tobias!