How to implement "strictly less than" when setting up constraints in CPLEX Python api?

Asked Mar 06 '17 at 01:35

Active Mar 06 '17 at 01:35

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I think the character 'L' represents <=, how about strictly less than i.e. '<'?

asked Mar 06 '17 at 01:35

Stanley Gan

You can't use a strict inequality. LP and MIP solvers only support <=. – Erwin Kalvelagen Mar 06 '17 at 01:43
Is there some kind of workaround for these inequalities? – Stanley Gan Mar 06 '17 at 01:55
3

Instead of say `x+y<1` you can formulate `x+y<=0.999`. – Erwin Kalvelagen Mar 06 '17 at 02:01
Yea thought of that but one of my variables may take quite small values. May be I should consider restricting the range of my input values in order to avoid variables taking such small values. – Stanley Gan Mar 06 '17 at 02:08
A complicating factor are feasibility tolerances. You may want to loop up what they are. – Erwin Kalvelagen Mar 06 '17 at 02:14

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