def test_range_constraints(self):
m = pe.ConcreteModel()
m.x = pe.Var()
m.xl = pe.Param(initialize=-1, mutable=True)
m.xu = pe.Param(initialize=1, mutable=True)
m.c = pe.Constraint(expr=pe.inequality(m.xl, m.x, m.xu))
m.obj = pe.Objective(expr=m.x)
opt = Gurobi()
opt.set_instance(m)
res = opt.solve(m)
self.assertAlmostEqual(m.x.value, -1)
m.xl.value = -3
res = opt.solve(m)
self.assertAlmostEqual(m.x.value, -3)
del m.obj
m.obj = pe.Objective(expr=m.x, sense=pe.maximize)
res = opt.solve(m)
self.assertAlmostEqual(m.x.value, 1)
m.xu.value = 3
res = opt.solve(m)
self.assertAlmostEqual(m.x.value, 3)
def test_callback(self):
m = pe.ConcreteModel()
m.x = pe.Var(bounds=(0, 4))
m.y = pe.Var(within=pe.Integers, bounds=(0, None))
m.obj = pe.Objective(expr=2*m.x + m.y)
m.cons = pe.ConstraintList()
def _add_cut(xval):
m.x.value = xval
return m.cons.add(m.y >= taylor_series_expansion((m.x - 2)**2))
_add_cut(0)
_add_cut(4)
opt = Gurobi()
opt.set_instance(m)
opt.set_gurobi_param('PreCrush', 1)
opt.set_gurobi_param('LazyConstraints', 1)
def _my_callback(cb_m, cb_opt, cb_where):
if cb_where == gurobipy.GRB.Callback.MIPSOL:
cb_opt.cbGetSolution(vars=[m.x, m.y])
if m.y.value < (m.x.value - 2)**2 - 1e-6:
cb_opt.cbLazy(_add_cut(m.x.value))
opt.set_callback(_my_callback)
opt.solve(m)
self.assertAlmostEqual(m.x.value, 1)
self.assertAlmostEqual(m.y.value, 1)
def test_var_attr(self):
m = pe.ConcreteModel()
m.x = pe.Var(within=pe.Binary)
opt = Gurobi()
opt.set_instance(m)
opt.set_var_attr(m.x, 'Start', 1)
self.assertEqual(opt.get_var_attr(m.x, 'Start'), 1)
def test_quadratic_constraint_attr(self):
m = pe.ConcreteModel()
m.x = pe.Var()
m.y = pe.Var()
m.c = pe.Constraint(expr=m.y >= m.x**2)
opt = Gurobi()
opt.set_instance(m)
self.assertEqual(opt.get_quadratic_constraint_attr(m.c, 'QCRHS'), 0)
def test_linear_constraint_attr(self):
m = pe.ConcreteModel()
m.x = pe.Var()
m.y = pe.Var()
m.c = pe.Constraint(expr=m.x + m.y == 1)
opt = Gurobi()
opt.set_instance(m)
opt.set_linear_constraint_attr(m.c, 'Lazy', 1)
self.assertEqual(opt.get_linear_constraint_attr(m.c, 'Lazy'), 1)