int GRBaddrangeconstr ( GRBmodel *model,
int numnz,
int *cind,
double *cval,
double lower,
double upper,
const char *constrname )

Add a new range constraint to a model. A range constraint states that the value of the input expression must be between the specified lower and upper bounds in any solution. Note that, due to our lazy update approach, the new constraint won't actually be added until you update the model (using GRBupdatemodel), optimize the model (using GRBoptimize), or write the model to disk (using GRBwrite).

Return value:

A non-zero return value indicates that a problem occurred while adding the constraint. Refer to the Error Code table for a list of possible return values. Details on the error can be obtained by calling GRBgeterrormsg.


model: The model to which the new constraint should be added.

numnz: The number of non-zero coefficients in the linear expression.

cind: Variable indices for non-zero values in the linear expression.

cval: Numerical values for non-zero values in the linear expression.

lower: Lower bound on linear expression.

upper: Upper bound on linear expression.

constrname: Name for the new constraint. This argument can be NULL, in which case the constraint is given a default name.

Important notes:

Note that adding a range constraint to the model adds both a new constraint and a new variable. If you are keeping a count of the variables in the model, remember to add one whenever you add a range.

Note also that range constraints are stored internally as equality constraints. We use the extra variable that is added with a range constraint to capture the range information. Thus, the Sense attribute on a range constraint will always be GRB_EQUAL. In particular introducing a range constraint

<span>$</span>L \leq a^T x \leq U<span>$</span>
is equivalent to adding a slack variable <span>$</span>s<span>$</span> and the following constraints
a^T x - s & = L \
0 \leq s & \leq U - L.

Example usage:

  int    ind[] = {1, 3, 4};
  double val[] = {1.0, 2.0, 3.0};
  /* 1 <= x1 + 2 x3 + 3 x4 <= 2 */
  error = GRBaddrangeconstr(model, 3, ind, val, 1.0, 2.0, "NewRange");