from pulp import *
import pandas as pd
import numpy as np
pd.read_excel('Example.xlsx', encoding='latin-1')
prob = pulp.LpProblem('Performance', pulp.LpMaximize)
#### Create Decision Variables:
decision_variables = []
for rownum, row in data.iterrows():
variable = str('x' + str(rownum))
variable = pulp.LpVariable(str(variable), lowBound= row['D']*0.7,
upBound= row['D']*1.3, cat='Continuous')
decision_variables.append(variable)
#### Define Objective Function
total_cost = ""
for rownum, row in data.iterrows():
for i, variable in enumerate(decision_variables):
if rownum == i:
formula = variable * row['C'] * row['F'] / row['D']
total_cost += formula
prob += total_cost
print("Optimization Function: " + str(total_cost))
#### Define Constraints
problem_spend = ""
for rownum, row in data.iterrows():
for i, variable in enumerate(decision_variables):
if rownum == i:
formula = variable * variable * row['C'] * row['F'] * row['E'] / row['D']
problem_spend += formula
prob += (total_spend == problem_spend)
[
]
Getting the following error after running the ####Define constraints part: 'TypeError: Non-constant expressions cannot be multiplied.' This might be because my constraints include non-linear variables.
My Objective function is linear: formula : Maximize[Variable * constant]
My Constraints are Quadratic: formula : [Variable * Variable * Constant == Constant_Value]
I am new to PULP and am facing difficulty with this error. Is there any way I could use CVXPy to solve it or some other way?
