Gurobi Python: how to write nested sum in a constraint

Question

I have an optimization problem and I'm using Python and Gurobi to optimize it. In my problem formulation there is a constraint that has a nested sum.

constraint

I've recently started learning python and I searched in gurobi documentation and example codes and I couldn't find any example of nested sum.

I was wondering if anyone could help me solve this problem. Thanks in advance!

Something like for FxT check `sum(a*b for a, b in itertools.product(A, B))` is less than z? — Moberg, May 05 '17 at 14:04

Greg Glockner · Accepted Answer · 2019-05-13T14:30:50.090

9

Use two for statements inside the quicksum() function and two for statements in the generator expression:

mycts = m.addConstrs((quicksum(x[i,f,p]*y[i,f,p,t]
                               for i in I for p in P[i,f]) <= z[f,t]
                               for f in F for t in T), "myconstraint")

where m is your Model object.

edited May 13 '19 at 14:30

answered May 05 '17 at 14:31

Greg Glockner

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Thank you very much for your answer! – nanika May 05 '17 at 14:37

Gurobi Python: how to write nested sum in a constraint

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