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Constraints
A constraint in Gurobi captures a restriction on the values that a set
of variables may take. The simplest example is a linear constraint,
which states that a linear expression on a set of variables take a
value that is either less-than-or-equal, greater-than-or-equal, or
equal to another linear expression. More complicated constraints are
also supported, including quadratic constraints (e.g.,
), logical constraints (e.g., logical AND on binary
variables, if-then, etc.), and a few non-linear functions (e.g.,
).
We now consider a few more details about linear, SOS, quadratic (both convex and non-convex), and general constraints. General constraints are the catch-all we use for the constraint types that don't fit in the other categories.
Recall that Gurobi works in finite-precision arithmetic, so constraints are only satisfied to tolerances. Tolerances can be tightened to reduce such violations, but there are limits to how small the violations can be — errors are inherent in floating-point arithmetic. This point will be reiterated in several places in this section.
Subsections
