Documentation


GRBaddgenconstrIndicator

int GRBaddgenconstrIndicator ( GRBmodel *model,
    const char *name,
    int binvar,
    int binval,
    int nvars,
    int* ind,
    double* val,
    char sense,
    double rhs )

Add a new general constraint of type GRB_GENCONSTR_INDICATOR to a model. 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).

An INDICATOR constraint $z = f \rightarrow a^Tx \leq b$ states that if the binary indicator variable $z$ is equal to $f \in \{0,1\}$, then the linear constraint $a^Tx \leq b$ should hold. On the other hand, if $z = 1-f$, the linear constraint may be violated. The sense of the linear constraint can also be specified to be “$=$” or “$\geq$”.

Note that the indicator variable $z$ of a constraint will be forced to be binary; independently of how it was created.

Arguments:

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

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

int binvar: The index of the binary indicator variable $z$.

int binval: The value $f$ for the binary indicator variable that would force the linear constraint to be satisfied ($0$ or $1$).

int nvars: The number $n$ of non-zero coefficients in the linear constraint triggered by the indicator.

const int *ind: Indices for the variables $x_j$ with non-zero values in the linear constraint.

const double *val: Numerical values for non-zero values $a_j$ in the linear constraint.

char sense: Sense for the linear constraint. Options are GRB_LESS_EQUAL, GRB_EQUAL, or GRB_GREATER_EQUAL.

double rhs: Right-hand-side value for the linear constraint.

Return value:

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

Example usage:

  /* x7 = 1 -> x1 + 2 x3 + x4 = 1 */
  int    ind[] = {1, 3, 4};
  double val[] = {1.0, 2.0, 1.0};
  error = GRBaddgenconstrIndicator(model, NULL, 7, 1,
                                   3, ind, val, GRB_EQUAL, 1.0);