Setting the objective
The next step is to set the optimization objective:
# Set 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.