How is it possible to collect NLexpression in a loop?

Question

Would you please help me that how I can collect some NLexpressions in a loop? I Want to keep k8 and k9 for all i=1:10 as scenarios. It means in the end of the loop, Q equal to collection of k8 and k9 under each scenario ( i ). I couldn't define a matrix and put each pair of k8 and k9 in that as an element. with considering Q the code doesn't work as well. Many thanks for your kindly help.

using JuMP,CPUTime, Distributions, Ipopt,Juniper,Cplex
n1=1; #the least of scenarios
N=4; #number of scenarios
M=20; #number of sampling
landa=0.01;
E=0.05
T0=0;
T1=2;
T2=2;
gam2=1; gam1=1;
a1=0.5; a2=0.1; a3=50; ap=25;
c0=10;
Zn=zeros(N, 4)
Q=0;
for i in n1:N
    C1=rand(100:100:300);
    sig=rand(0.5:0.5:2);
    f(x) = cdf(Normal(0, 1), x);
    #---------------------------------------------------------------------------
    ALT= Model(optimizer_with_attributes(Juniper.Optimizer, "nl_solver"=>optimizer_with_attributes(Ipopt.Optimizer, "print_level" => 0),

           "mip_solver"=>optimizer_with_attributes(Cplex.Optimizer, "logLevel" => 0),"registered_functions" =>[Juniper.register( :f, 1, f; autodiff = true)])

           );

    # variables-----------------------------------------------------------------
    JuMP.register(ALT, :f, 1, f; autodiff = true);
    @variable(ALT, h >= 0.001);
    @variable(ALT, L >= 0.000001);
    @variable(ALT, n>=2, Int);

    #---------------------------------------------------------------------------

    @NLexpression(ALT,k1,h/(1-f(L-sig*sqrt(n))+f(-L - sig*sqrt(n)))); # HARL1

    @NLexpression(ALT,k2,(1-(1+landa*h)*exp(-landa*h))/(landa*(1-exp(-landa*h)))); #to

    @NLexpression(ALT,k3,E*n+T1*gam1+T2*gam2);
    
    @NLexpression(ALT,k8,(C1*(k1-k2+k3)));# depend on scenario
    
    @NLexpression(ALT,k9,(((a1+a2*n)/h)*(k1)));#depend on scenario

    Q=Q+k8+k9;
    #-----------------------------------------------------------------------
end

This question does not follow the StackOverflow format. Please make it into a minimal working example rather than a full dump of your production code. See https://stackoverflow.com/help/how-to-ask — Przemyslaw Szufel, Nov 09 '21 at 13:00

score 1 · Accepted Answer · answered Nov 11 '21 at 06:43

You have a couple of issues in your code.

Why are you creating a new model every loop? You cannot aggregate expressions across models like you do with Q=Q+k8+k9
You cannot add nonlinear expressions like Q=Q+k8+k9. All nonlinear expressions must occur inside macros

In general, you are not limited to the specific syntax of JuMP. You can use any Julia data structures to help. In the code below, I just push expressions into a vec

I haven't tested, so there might be typos etc, but this should point you in the right direction:

using JuMP, Distributions
E, landa, T1, T2, gam1, gam2, a1, a2 = 0.05, 0.01, 2, 2, 1, 1, 0.5, 0.1
ALT = Model()
f(x) = cdf(Normal(0, 1), x)
JuMP.register(ALT, :f, 1, f; autodiff = true)
@variable(ALT, h >= 0.001)
@variable(ALT, L >= 0.000001)
@variable(ALT, n >= 2, Int)
k8, k9 = Any[], Any[]
for i in 1:4
    C1 = rand(100:100:300)
    sig = rand(0.5:0.5:2)
    k1 = @NLexpression(ALT, h / (1 - f(L - sig * sqrt(n)) + f(-L - sig * sqrt(n))))
    k2 = @NLexpression(ALT, (1 - (1 + landa * h) * exp(-landa * h)) / (landa * (1 - exp(-landa * h))))
    k3 = @NLexpression(ALT, E * n + T1 * gam1 + T2 * gam2)
    push!(k8, @NLexpression(ALT, C1 * (k1 - k2 + k3))
    push!(k9, @NLexpression(ALT, k9, (a1 + a2 * n) / h * k1)
end
Q = @NLexpression(ALT, sum(k for k in k8)  + sum(k for k in k9))

I am really grateful. If the model is defined out of the loop, an error will happen. The error says ```An object of name k1 is already attached to this model. If this is intended, consider using the anonymous construction syntax, e.g., x = @variable(model, [1:N], ...) where the name of the object does not appear inside the macro.``` Then for recognizing k1, I have to put the model in the loop. In fact, I'm not expert in codding ;( .I'm trying to learn and code my models :). Many thanks for your kindly help. — Soma, Nov 13 '21 at 05:39
If you dont mind, would you please help me that how I can see the elements of k8? ```julia> k8 4-element Array{Any,1}: "Reference to nonlinear expression #12" "Reference to nonlinear expression #12" "Reference to nonlinear expression #12" "Reference to nonlinear expression #12"``` Is there any possibility to demonstrate the NL-expressions. — Soma, Nov 13 '21 at 05:45
1. Use the anonymous syntax like my answer does and the error message suggests. 2. This is fixed in the most recent jump release. — Oscar Dowson, Nov 13 '21 at 09:51

How is it possible to collect NLexpression in a loop?

1 Answers1