How to add a linear constraint in CPLEX Python API?

Question

Linear program:

Decision Variables:
x[]

Maximize:  Sum(i to n) (fare[i] * x[i])

subject to:
x[i] <= demand[i]

I am trying to add a linear constraint in cplex using Python, but I am not able to get the syntax correct.

fare = [400.0, 700.0, 600.0]
dmd= [2, 4, 3]
itins = []
for count in range(3):
        i = Itinerary(count, 1, dmd[count], fare[count])
        itins.append(i)


# problem variables
X=[] * len(itins)

def setupproblem(c):

    c.objective.set_sense(c.objective.sense.maximize)
    num_x = range(len(itins))
    print (num_x)

    varnames = ["X"+str(j) for j in range(len(itins))]
    c.variables.add(names = varnames, lb=[0.0, 0, 0], ub=[10.0, 10, 10])
    x = [c.variables.add(obj=fare)  for i in num_x]

 i_iten = range(len(itins))

    c.linear_constraints.add(lin_expr  = [cplex.SparsePair(ind = i_iten,
                                                     val = X[i])
                                          for i in range(len(itins) -1 )],
                             senses = ["L"],
                             rhs   = capacity,
                             names = ["capacity_"+str(i)
                                      for i in i_iten])

I am getting this error:

raise CplexError(" %d: Invalid name -- '%s'\n" % tuple(self._mat))
cplex.exceptions.errors.CplexError:  1210: Invalid name -- 'X'

Can you write a linear program that you are trying to solve? — serge_k
– serge_k, Commented Jan 8, 2016 at 12:24
@serge_k : Added the linear problem. It trying to maximize the revenue (fare * number) subject to constraints. — Hansraj
– Hansraj, Commented Jan 8, 2016 at 13:13
You have strange bounds type when adding variables: the first elements in lb and ub are float and the others are int. Are x[1] and x[2] assumed to be integer types? In that case you need to specify types as by default variables are initialized as continuous. — serge_k
– serge_k, Commented Jan 8, 2016 at 14:36
Thanks serge_k, its just to get it working. Im trying to get my hands on the python APIs. But yes, they are assumed to be integer types. — Hansraj
– Hansraj, Commented Jan 11, 2016 at 4:23

serge_k · Accepted Answer · 2016-01-08 14:33:07Z

2

In cplex.SparcePair you need to specify nonzero elements under val and the corresponding variables under ind. Plus, from your linear program your right-hand side should be dmd.

c.linear_constraints.add(lin_expr  = [cplex.SparsePair(ind = xname,
                                                 val = [1.0])
                                      for xname in varnames],
                         senses = ["L"],
                         rhs   = dmd,
                         names = ["capacity_"+str(i)
                                  for i in i_iten])

Also I would suggest to indicate the objective function when you add variables:

c.variables.add(obj = fare, names = varnames, lb=[0.0, 0, 0], ub=[10.0, 10, 10])

answered Jan 8, 2016 at 14:33

serge_k

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2 Comments

Hansraj Over a year ago

Tried this, but it says raise CplexError("Inconsistent arguments")

Hansraj Over a year ago

I got it working. very slight modification.

c.linear_constraints.add(lin_expr=[cplex.SparsePair(ind=[xname],  val=[1.0]) for xname in varn], senses=["L"] * len(varnames), rhs=dmd)

But facing a weird problem. The line of code to add a new linear constraint works fine in the python interactive. But when i run the code through a file it fails. Any ideas?

Hansraj · Accepted Answer · 2016-01-12 07:07:39Z

2

c.linear_constraints.add(lin_expr=[cplex.SparsePair(ind=[xname], val=[1.0]) for xname in varn], senses=["L"] * len(varnames), rhs=dmd)

But before you add the constraints on the variables, please keep in mind that the variable names should be added to the function. I spent 4 hours going round and round to figure out what was going wrong.

This line should come first. c.variables.add(varnames)

Thanks serge_k for your initial pointers !!

answered Jan 12, 2016 at 7:07

Hansraj

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