addRange ( expr, lower, upper, name="" )

Add a 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 range constraints are stored internally as equality constraints. We add an extra variable to the model 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.


expr: Linear expression for new range constraint. Can be a Var or a LinExpr.

lower: Lower bound for linear expression.

upper: Upper bound for linear expression.

name: Name for new constraint. Note that name will be stored as an ASCII string. Thus, a name like 'A<span>$</span>{\rightarrow}<span>$</span>B' will produce an error, because '<span>$</span>{\rightarrow}<span>$</span>' can not be represented as an ASCII character. Note also that names that contain spaces are strongly discouraged, because they can't be written to LP format files.

Return value:

New constraint object.

Example usage:

  # 1 <= x + y <= 2
  model.addRange(x + y, 1.0, 2.0, "range0")

  # overloaded forms
  model.addConstr(x + y == [1.0, 2.0], name="range0")