Gurobi SOS constraints in Python

[Jaldert Rombouts]

I am trying to use type 1 SOS constraints via the Python API, but it seems like Gurobi ignores my constraints.

If I use quicksum constraints, the solver works as expected:

# Constraint: Each customer is served exactly once
# customers is a list of customers
# facilities is a list of facilities (that may or may not be opened)
# y_wc is a list of binary Gurobi variables representing whether facility w serves customer c,
# for example, y_wc[0] represents whether facility 0 serves customer 0, etc.

for c in range(len(customers)):
    m.addConstr(quicksum([y_wc[w * len(customers) + c] for w in range(len(facilities))]) == 1)

However, if I try to replace the code above by SOS constraints as follows, the solver seems to ignore these - it immediately gives an "optimal" solution where no single facility is opened and no customer is served.

# SOS constraint
for c in range(len(customers)):
    m.addSOS(GRB.SOS_TYPE1, [y_wc[w * len(customers) + c] for w in range(len(facilities))])

If I write the model to a mps file, the SOS constraints do seem to be in place (3 facilities, 4 customers):

# serves(w,c) is the name of the y_wc variables

SOS
 S1 s0
    serves(0,0)     1
    serves(1,0)     2
    serves(2,0)     3
 S1 s1
    serves(0,1)     1
    serves(1,1)     2
    serves(2,1)     3
 S1 s2
    serves(0,2)     1
    serves(1,2)     2
    serves(2,2)     3
 S1 s3
    serves(0,3)     1
    serves(1,3)     2
    serves(2,3)     3

I'm sure that I'm missing something here - any help appreciated!

I am using:

gurobi6.0.3_mac64 

grurobipy.sys.api_version returns 1013

OS X version 10.10.3 (14D131)

[Renan Garcia]

The quicksum constraint you've specified is not exactly the same as a type 1 SOS constraint. The former specifies *exactly one* variable must equal one, while the latter specifies *at most one* variable can equal one.

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[Jaldert Rombouts]

Ah - clear! 

Thank you!

Op maandag 13 april 2015 05:56:29 UTC-7 schreef Renan Garcia: