Inequalities as python parameters

Question

Firstly, Sry fo the bad title of this question I simply don't know a better one. If you have a better one => Tell me!

So my problem is that I would like to write a simplex solver in Python by myself to deeply understand how they work.

Therefore, I would like to have something like this in my program:

 m.addConstr(x[0] <= 7)

Which basically should add a constraint to my model m. This works in Gurobi which is just wonderful cause it's so easy to read. The problem is that x[0] has to be an object where I itself can define what should happen when there is an inequality or equality or whatever, right?

I am happy to figure out most of the stuff by myself would just like to get an idea how this works.

iafisher · Accepted Answer · 2017-03-29 03:17:53Z

1

It looks like you want to overload the comparison operators of whatever objects you're working with. So if Foo is the class of x[0] in your example, then you could write it like this:

class Foo:
    def __gt__(self, other):
        # construct and return some kind of constraint object

    def __lt__(self, other):
        # likewise

These special methods (__gt__, __ge__, __lt__, __le__, __ne__ and __eq__) are called for the left-hand object in a comparison relation. So if you have x > y, then the __gt__ method on x is called with y as an argument.

answered Mar 29, 2017 at 3:17

iafisher

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mattmilten · Accepted Answer · 2017-03-30 08:50:58Z

1

I don't think it should be your first concern to come up with an elegant input syntax. You should rather implement the simplex algorithm first.

I suggest, you handle the input by writing a parser for the two standard formats for linear programming problems: .lp and .mps

If you still want to know how to implement proper expression handling in Python I recommend you have a look at PySCIPOpt since this is exactly doing what you want and you can inspect the entire source code.

answered Mar 30, 2017 at 8:50

mattmilten

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1 Comment

Wikunia Over a year ago

I'm thinking about doing most of the stuff inline in Python as it is done in Gurobi normally. Then you have a lot of freedom. I'll have a look at the .lp syntax. Thanks for the links!

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