1

I'm solving an integer programming problem using Gurobi in python, in which the objective expression includes some conditional functions.

Explicitly, the problem is modeled as follow:

max [sum(f(x_i, a_i)) + sum(g(x_i - x_[i-1]))]

f(x, a) = 0  if x = a; 
          1  otherwise.

g(x) = x  if x > 0;
       0  otherwise.

x_i in {1, 3, 5, 7, 10}
x_i are decision variables.
a_i, b_i are given parameters. a_i, b_i in {1, 3, 5, 7, 10}

How to construct the objective function in Gurobi with python?

Is there any other tools that can handle this problem?

Thank you for your helping!

Pang
  • 21
  • 4

0 Answers0