GRBModel::addRange()

Add a single 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
<span>$</span>\begin{array}{rl}
a^T x - s & = L \
0 \leq s & \leq U - L.
\end{array}<span>$</span>

GRBConstr addRange ( const GRBLinExpr& expr,
double lower,
double upper,
string name="" )

Arguments:

expr: Linear expression for new range constraint.

lower: Lower bound for linear expression.

upper: Upper bound for linear expression.

name (optional): Name for new constraint.

Return value:

New constraint object.