pythoncplexquadraticdocplex

How to add quadratic constraints to the model by using DOcplex (python)?


Take this quadratic constraint as example:

(-x1^2 + x2^2 + x3^2 <= 0) 

Note that in the CPLEX Python API, the above constraint is formalated as follows:

m.quadratic_constraints.add(
    quad_expr=[["x1", "x2", "x3"], ["x1", "x2", "x3"], [-1,   1,    1]],
    sense='L', rhs=0, name="q1"
)

How to add the aforementioned quadratic constraint into the model by using DOcplex, not CPLEX Python API?


Solution

  • let me change a bit the example I shared in cpleqp equivalent in docplex

    from docplex.mp.model import Model  
    
    mdl = Model(name='qpex1')
    
    #decision variables
    x = {b: mdl.continuous_var(0,40,name="x"+str(b)) for b in range(0,3)}
    
    
    # Constraint
    mdl.add_constraint( - x[0] +     x[1] + x[2] <= 20, 'ct1')
    mdl.add_constraint(x[0] - 3 * x[1] + x[2] <= 30,'ct2')
    
    mdl.add_constraint(x[0] * x[0] <= 30,'quad')
    
    
    # Objective
    mdl.maximize(x[0] + 2 * x[1] + 3 * x[2]-\
                 0.5 * ( 33*x[0]*x[0] + 22*x[1]*x[1] + 11*x[2]*x[2] -\
                         12*x[0]*x[1] - 23*x[1]*x[2] ))
    
    msol=mdl.solve()
    
    # Dislay solution
    for v in mdl.iter_continuous_vars():
       print(v," = ",v.solution_value)
    
    print("objective : ",msol.get_objective_value() ) 
    

    and

    mdl.add_constraint(x[0] * x[0] <= 30,'quad')
    

    is a quadratic constraint