Documentation

Setting the objective

The next step is to set the optimization objective:

    obj = np.array([1.0, 1.0, 2.0])
    m.setObjective(obj @ x, GRB.MAXIMIZE)

The objective is built here by computing a dot product between a constant vector and our matrix variable using the overloaded @ operator. Note that the constant vector must have the same length as our matrix variable.

The second argument indicates that the sense is maximization.