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The model argument
Model variables store optimization problems (as described in the problem statement).Models can be built in a number of ways. You can populate the appropriate named components of the model list using standard R routines. You can also read a model from a file, using gurobi_read. A few API functions ( gurobi_feasrelax and gurobi_relax) also return models.
Note that all matrix named components within the model variable can be dense or sparse. Sparse matrices should be built using either sparseMatrix from the Matrix package, or simple_triplet_matrix from the slam package.
The following is an enumeration of all of the named components of the model argument that Gurobi will take into account when optimizing the model:
Commonly used named components
- A
- The linear constraint matrix.
- obj (optional)
- The linear objective vector (the c
vector in the
problem statement).
When present, you must specify one value for each column of
A. When absent, each variable has a default objective
coefficient of 0.
- sense (optional)
- The senses of the linear constraints. Allowed
values are =, <, or >.
You must specify one value for each row of A, or
a single value to specify that all constraints have the same sense.
When absent, all senses default to <.
- rhs (optional)
- The right-hand side vector for the linear
constraints ( in the
problem statement).
You must specify one value for each row of A. When absent,
the right-hand side vector defaults to the zero vector.
- lb (optional)
- The lower bound vector. When present, you must
specify one value for each column of A. When absent, each
variable has a default lower bound of 0.
- ub (optional)
- The upper bound vector. When present, you must
specify one value for each column of A. When absent, the
variables have infinite upper bounds.
- vtype (optional)
- The variable types. This vector is used to
capture variable integrality constraints. Allowed values are
C (continuous), B (binary), I (integer), S (semi-continuous), or N
(semi-integer). Binary variables must be either 0 or 1. Integer
variables can take any integer value between the specified lower and
upper bounds. Semi-continuous variables can take any value between
the specified lower and upper bounds, or a value of zero.
Semi-integer variables can take any integer value between the
specified lower and upper bounds, or a value of zero. When present,
you must specify one value for each column of A, or a
single value to specify that all variables have the same type. When
absent, each variable is treated as being continuous. Refer to the
variable section of the reference manual for more information on variable types.
- modelsense (optional)
- The optimization sense. Allowed values
are min (minimize) or max (maximize).
When absent, the default optimization sense is minimization.
- modelname (optional)
- The name of the model. The name appears
in the Gurobi log, and when writing a model to a file.
- objcon (optional)
- The constant offset in the objective function
(
in the
problem statement).
- varnames (optional)
- The variable names vector. A character vector.
When present, each element of this vector defines the name of a
variable. You must specify a name for each column of A.
- constrnames (optional)
- The constraint names vector. A
character vector. When present, each element of the vector defines the
name of a constraint. You must specify a name for each row of
A.
Quadratic objective and constraint named components
- Q (optional)
- The quadratic objective matrix. When present,
Q must be a square matrix whose row and column counts are
equal to the number of columns in A.
- quadcon (optional)
- The quadratic constraints. A list of lists. When
present, each element in quadcon defines a single quadratic
constraint:
.
The Qc matrix must be a square matrix whose row and column counts are equal to the number of columns of A. It is stored in model$quadcon[[i]]$Qc.
The optional q vector defines the linear terms in the constraint. It can be a dense vector specifying a value for each column of A or a sparse vector (should be built using sparseVector from the Matrix package). It is stored in model$quadcon[[i]]$q.
The scalar beta is stored in model$quadcon[[i]]$rhs. It defines the right-hand side value for the constraint.
The optional sense string defines the sense of the quadratic constraint. Allowed values are <, = or >. If not present, the default sense is <. It is stored in model$quadcon[[i]]$sense.
The optional name string defines the name of the quadratic constraint. It is stored in model$quadcon[[i]]$name.
SOS constraint named components
- sos (optional)
- The Special Ordered Set (SOS) constraints.
A list of lists. When present, each entry in sos
defines a single SOS constraint. A SOS constraint can be of type 1 or
2. The type of SOS constraint is specified via model$sos[[i]]$type. A type 1 SOS
constraint is a set of variables where at most one variable in the
set may take a value other than zero. A type 2 SOS constraint is an
ordered set of variables where at most two variables in the set may
take non-zero values. If two take non-zeros values, they must be
contiguous in the ordered set. The members of an SOS constraint are
specified by placing their indices in vector model$sos[[i]]$index. Weights
associated with SOS members are provided in vector model$sos[[i]]$weight. Please refer to
SOS Constraints section in the reference manual for details on SOS constraints.
Multi-objective named components
- multiobj (optional)
- Multi-objective specification for the model.
A list of lists. When present, each entry in multiobj defines a
single objective of a multi-objective problem. Please refer to the
Multiple Objectives section in the reference manual for more details on multi-objective optimization. Each
objective may have the following named components:
- objn
- Specified via model$multiobj[[i]]$objn. This is the i-th
objective vector.
- objcon (optional)
- Specified via model$multiobj[[i]]$objcon. If provided,
this is the i-th objective constant.
The default value is 0.
- priority (optional)
- Specified via model$multiobj[[i]]$priority. If
provided, this value is the hierarchical priority for this objective.
The default value is 0.
- weight (optional)
- Specified via model$multiobj[[i]]$weight. If provided,
this value is the multiplier used when aggregating objectives.
The default value is 1.0.
- reltol (optional)
- Specified via model$multiobj[[i]]$reltol. If provided,
this value specifies the relative objective degradation when
doing hierarchical multi-objective optimization.
The default value is 0.
- abstol (optional)
- Specified via model$multiobj[[i]]$abstol.
If provided, this value specifies the absolute objective degradation
when doing hierarchical multi-objective optimization.
The default value is 0.
- name (optional)
- Specified via model$multiobj[[i]]$name. If provided, this string specifies the name of the i-th objective function.
Note that when multiple objectives are present, the result$objval named component that is returned in the result of an optimization call will be a vector of the same length as model$multiobj.
A multi-objective model can't have other objectives. Thus, combining model$multiobj with any of model$obj, model$objcon, model$pwlobj, or model$Q is an error.
Computing an IIS
When computing an Irreducible Inconsistent Subsystem (IIS) for an infeasible model, additional model attributes for variable bounds, linear constraints, quadratic constraints and general constraints may be set in order to indicate whether the corresponding entity should be explicitly included or excluded from the IIS:
- iislbforce (optional)
- list of length equal to the number of
variables. The value of model$iislbforce[[i]]
specifies the IIS force attribute for the lower bound of the -th variable.
- iisubforce (optional)
- list of length equal to the number of
variables. The value of model$iisubforce[[i]]
specifies the IIS force attribute for the upper bound of the -th variable.
- iisconstrforce (optional)
- list of length equal to the number of
constraints. The value of model$iisconstrforce[[i]]
specifies the IIS force attribute for the -th constraint.
- iisqconstrforce (optional)
- list of length equal to the number of
quadratic constraints. The value of model$iisqconstrforce[[i]]
specifies the IIS force attribute for the -th quadratic constraint.
- iisgenconstrforce (optional)
- list of length equal to the number of
general constraints. The value of model$iisgenconstrforce[[i]]
specifies the IIS force attribute for the -th general constraint.
Possible values for all five attribute of listsfrom above are: to let the algorithm decide, to exclude the corresponding entity from the IIS, and to always include the corresponding entity in the IIS.
Note that setting this attribute to 0 may make the resulting subsystem feasible (or consistent), which would then make it impossible to construct an IIS. Trying anyway will result in a GRB_ERROR_IIS_NOT_INFEASIBLE error. Similarly, setting this attribute to 1 may result in an IIS that is not irreducible. More precisely, the system would only be irreducible with respect to the model elements that have force values of -1 or 0.
General constraint named components
The list of lists described below are used to add general constraints to a model.
Mathematical programming has traditionally defined a set of fundamental constraint types: variable bound constraints, linear constraints, quadratic constraints, integrality constraints, and SOS constraints. These are typically treated directly by the underlying solver (although not always), and are fundamental to the overall algorithm.
Gurobi accepts a number of additional constraint types, which we collectively refer to as general (function) constraints. These are typically not treated directly by the solver. Rather, they are transformed by presolve into constraints (and variables) chosen from among the fundamental types listed above. In some cases, the resulting constraint or constraints are mathematically equivalent to the original; in others, they are approximations. If such constraints appear in your model, but if you prefer to reformulate them yourself using fundamental constraint types instead, you can certainly do so. However, note that Gurobi can sometimes exploit information contained in the other constraints in the model to build a more efficient formulation than what you might create.
The additional constraint types that fall under this general constraint umbrella are:
- MAX (genconmax): set a decision variable equal to the maximum value from among a set of decision variables
- MIN (genconmin): set a decision variable equal to the minimum value from among a set of decision variables
- ABS (genconabs): set a decision variable equal to the absolute value of some other decision variable
- AND (genconand): set a binary variable equal to one if and only if all of a set of binary decision variables are equal to one
- OR (genconor): set a binary variable equal to one if and only if at least one variable out of a set of binary decision variables is equal to one
- NORM (genconnorm): set a decision variable equal to the p-norm of a vector of decision variables
- INDICATOR (genconind): whenever a given binary variable takes a certain value, then the given linear constraint must be satisfied
- Piecewise-linear constraints (genconpwl): set a variable equal to the piecewise-linear function defined by a set of points using some other variable
- Polynomial (genconpoly): set a variable equal to the polynomial function defined by some other variable
- Natural exponential (genconexp): set a variable equal to the natural exponential function by some other variable
- Exponential (genconexpa): set a variable equal to the exponential function by some other variable
- Natural logarithm (genconlog): set a variable equal to the natural logarithmic function by some other variable
- Logarithm (genconloga): set a variable equal to the logarithmic function by some other variable
- Logistic (genconlogistic) set a variable equal to the logistic function by some other variable
- Power (genconpow): set a variable equal to the power function by some other variable
- SIN (genconsin): set a variable equal to the sine function by some other variable
- COS (genconcos): set a variable equal to the cosine function by some other variable
- TAN (gencontan): set a variable equal to the tangent function by some other variable
Please refer to General Constraints section in the reference manual for additional details on general constraints.
- genconmax (optional)
- A list of lists. When present, each entry in genconmax defines a MAX general constraint of the form
- resvar
- Specified via model$genconmax[[i]]$resvar. Index of the variable in the left-hand side of the constraint.
- vars
- Specified via model$genconmax[[i]]$vars, it is a vector of indices of variables in the right-hand side of the constraint.
- con (optional)
- Specified via model$genconmax[[i]]$con. When present, specifies the constant on the left-hand side. Default value is .
- name (optional)
- Specified via model$genconmax[[i]]$name. When present, specifies the name of the -th MAX general constraint.
- genconmin (optional)
- A list of lists. When present, each entry in genconmax defines a MIN general constraint of the form
- resvar
- Specified via model$genconmin[[i]]$resvar. Index of the variable in the left-hand side of the constraint.
- vars
- Specified via model$genconmin[[i]]$vars, it is a vector of indices of variables in the right-hand side of the constraint.
- con (optional)
- Specified via model$genconmin[[i]]$con. When present, specifies the constant on the left-hand side. Default value is .
- name (optional)
- Specified via model$genconmin[[i]]$name. When present, specifies the name of the -th MIN general constraint.
- genconabs (optional)
- A list of lists. When present, each entry in genconmax defines an ABS general constraint of the form
- resvar
- Specified via model$genconabs[[i]]$resvar. Index of the variable in the left-hand side of the constraint.
- argvar
- Specified via model$genconabs[[i]]$argvar. Index of the variable in the right-hand side of the constraint.
- name (optional)
- Specified via model$genconabs[[i]]$name. When present, specifies the name of the -th ABS general constraint.
- genconand (optional)
- A list of lists. When present, each entry in genconand defines an AND general constraint of the form
- resvar
- Specified via model$genconand[[i]]$resvar. Index of the variable in the left-hand side of the constraint.
- vars
- Specified via model$genconand[[i]]$vars, it is a vector of indices of variables in the right-hand side of the constraint.
- name (optional)
- Specified via model$genconand[[i]]$name. When present, specifies the name of the -th AND general constraint.
- genconor (optional)
- A list of lists. When present, each entry in genconor defines an OR general constraint of the form
- resvar
- Specified via model$genconor[[i]]$resvar. Index of the variable in the left-hand side of the constraint.
- vars
- Specified via model$genconor[[i]]$vars, it is a vector of indices of variables in the right-hand side of the constraint.
- name (optional)
- Specified via model$genconor[[i]]$name. When present, specifies the name of the -th OR general constraint.
- genconnorm (optional)
- A list of lists. When present, each entry in genconnorm defines a NORM general constraint of the form
- resvar
- Specified via model$genconnorm[[i]]$resvar. Index of the variable in the left-hand side of the constraint.
- vars
- Specified via model$genconnorm[[i]]$vars, it is a vector of indices of variables in the right-hand side of the constraint.
- which
- Specified via model$genconnorm[[i]]$which. Specifies which p-norm to use. Possible values are 0, 1, 2 and .
- name (optional)
- Specified via model$genconnorm[[i]]$name. When present, specifies the name of the -th NORM general constraint.
- genconind (optional)
- A list of lists. When present, each entry in genconind defines an INDICATOR general constraint of the form
- binvar
- Specified via model$genconind[[i]]$binvar. Index of the implicating binary variable.
- binval
- Specified via model$genconind[[i]]$binval. Value for the binary variable that forces the following linear constraint to be satisfied. It can be either 0 or 1.
- a
- Specified via model$genconind[[i]]$a. Vector of coefficients of variables participating in the implied linear constraint. You can specify a value for a for each column of A (dense vector) or pass a sparse vector (should be built using sparseVector from the Matrix package).
- sense
- Specified via model$genconind[[i]]$sense. Sense of the implied linear constraint. Must be one of =, <, or >.
- rhs
- Specified via model$genconind[[i]]$rhs. Right-hand side value of the implied linear constraint.
- name (optional)
- Specified via model$genconind[[i]]$name. When present, specifies the name of the -th INDICATOR general constraint.
- genconpwl (optional)
- A list of lists. When present, each entry in genconpwl defines a
piecewise-linear constraint of the form
Each entry may have the following named components:
- xvar
- Specified via model$genconpwl[[i]]$xvar. Index of the variable in the right-hand side of the constraint.
- yvar
- Specified via model$genconpwl[[i]]$yvar. Index of the variable in the left-hand side of the constraint.
- xpts
- Specified via model$genconpwl[[i]]$xpts. Specifies the values for the points that define the piecewise-linear function. Must be in non-decreasing order.
- ypts
- Specified via model$genconpwl[[i]]$ypts. Specifies the values for the points that define the piecewise-linear function.
- name (optional)
- Specified via model$genconpwl[[i]]$name. When present, specifies the name of the -th piecewise-linear general constraint.
- genconpoly (optional)
- A list of lists. When present, each entry in genconpoly defines
a polynomial function constraint of the form
Each entry may have the following named components:
- xvar
- Specified via model$genconpoly[[i]]$xvar. Index of the variable in the right-hand side of the constraint.
- yvar
- Specified via model$genconpoly[[i]]$yvar. Index of the variable in the left-hand side of the constraint.
- p
- Specified via model$genconpoly[[i]]$p. Specifies the coefficients for the polynomial function (starting with the coefficient for the highest power). If is the highest power term, a dense vector of length is returned.
- name (optional)
- Specified via model$genconpoly[[i]]$name. When present, specifies the name of the -th polynomial function constraint.
- funcpieces (optional)
- Specified via model$genconpoly[[i]]$funcpieces. When present, specifies the FuncPieces attribute of the -th polynomial function constraint.
- funcpiecelength (optional)
- Specified via model$genconpoly[[i]]$funcpiecelength. When present, specifies the FuncPieceLength attribute of the -th polynomial function constraint.
- funcpieceerror (optional)
- Specified via model$genconpoly[[i]]$funcpieceerror. When present, specifies the FuncPieceError attribute of the -th polynomial function constraint.
- funcpieceratio (optional)
- Specified via model$genconpoly[[i]]$funcpieceratio. When present, specifies the FuncPieceRatio attribute of the -th polynomial function constraint.
- funcnonlinear (optional)
- Specified via model$genconpoly[[i]]$funcnonlinear. When present, specifies the FuncNonlinear attribute of the -th polynomial function constraint.
- genconexp (optional)
- A list of lists. When present, each entry in genconexp defines
the natural exponential function constraint of the form
Each entry may have the following named components:
- xvar
- Specified via model$genconexp[[i]]$xvar. Index of the variable in the right-hand side of the constraint.
- yvar
- Specified via model$genconexp[[i]]$yvar. Index of the variable in the left-hand side of the constraint.
- name (optional)
- Specified via model$genconexp[[i]]$name. When present, specifies the name of the -th natural exponential function constraint.
- funcpieces (optional)
- Specified via model$genconexp[[i]]$funcpieces. When present, specifies the FuncPieces attribute of the -th natural exponential function constraint.
- funcpiecelength (optional)
- Specified via model$genconexp[[i]]$funcpiecelength. When present, specifies the FuncPieceLength attribute of the -th natural exponential function constraint.
- funcpieceerror (optional)
- Specified via model$genconexp[[i]]$funcpieceerror. When present, specifies the FuncPieceError attribute of the -th natural exponential function constraint.
- funcpieceratio (optional)
- Specified via model$genconexp[[i]]$funcpieceratio. When present, specifies the FuncPieceRatio attribute of the -th natural exponential function constraint.
- funcnonlinear (optional)
- Specified via model$genconexp[[i]]$funcnonlinear. When present, specifies the FuncNonlinear attribute of the -th natural exponential function constraint.
- genconexpa (optional)
- A list of lists. When present, each entry in genconexpa defines
an exponential function constraint of the form
Each entry may have the following named components:
- xvar
- Specified via model$genconexpa[[i]]$xvar. Index of the variable in the right-hand side of the constraint.
- yvar
- Specified via model$genconexpa[[i]]$yvar. Index of the variable in the left-hand side of the constraint.
- a
- Specified via model$genconexpa[[i]]$a. Specifies the base of the exponential function .
- name (optional)
- Specified via model$genconexpa[[i]]$name. When present, specifies the name of the -th exponential function constraint.
- funcpieces (optional)
- Specified via model$genconexpa[[i]]$funcpieces. When present, specifies the FuncPieces attribute of the -th exponential function constraint.
- funcpiecelength (optional)
- Specified via model$genconexpa[[i]]$funcpiecelength. When present, specifies the FuncPieceLength attribute of the -th exponential function constraint.
- funcpieceerror (optional)
- Specified via model$genconexpa[[i]]$funcpieceerror. When present, specifies the FuncPieceError attribute of the -th exponential function constraint.
- funcpieceratio (optional)
- Specified via model$genconexpa[[i]]$funcpieceratio. When present, specifies the FuncPieceRatio attribute of the -th exponential function constraint.
- funcnonlinear (optional)
- Specified via model$genconexpa[[i]]$funcnonlinear. When present, specifies the FuncNonlinear attribute of the -th exponential function constraint.
- genconlog (optional)
- A list of lists. When present, each entry in genconlog defines
the natural logarithmic function constraint of the form
Each entry may have the following named components:
- xvar
- Specified via model$genconlog[[i]]$xvar. Index of the variable in the right-hand side of the constraint.
- yvar
- Specified via model$genconlog[[i]]$yvar. Index of the variable in the left-hand side of the constraint.
- name (optional)
- Specified via model$genconlog[[i]]$name. When present, specifies the name of the -th natural logarithmic function constraint.
- funcpieces (optional)
- Specified via model$genconlog[[i]]$funcpieces. When present, specifies the FuncPieces attribute of the -th natural logarithmic function constraint.
- funcpiecelength (optional)
- Specified via model$genconlog[[i]]$funcpiecelength. When present, specifies the FuncPieceLength attribute of the -th natural logarithmic function constraint.
- funcpieceerror (optional)
- Specified via model$genconlog[[i]]$funcpieceerror. When present, specifies the FuncPieceError attribute of the -th natural logarithmic function constraint.
- funcpieceratio (optional)
- Specified via model$genconlog[[i]]$funcpieceratio. When present, specifies the FuncPieceRatio attribute of the -th natural logarithmic function constraint.
- funcnonlinear (optional)
- Specified via model$genconlog[[i]]$funcnonlinear. When present, specifies the FuncNonlinear attribute of the -th natural logarithmic function constraint.
- genconloga (optional)
- A list of lists. When present, each entry in genconloga defines
a logarithmic function constraint of the form
Each entry may have the following named components:
- xvar
- Specified via model$genconloga[[i]]$xvar. Index of the variable in the right-hand side of the constraint.
- yvar
- Specified via model$genconloga[[i]]$yvar. Index of the variable in the left-hand side of the constraint.
- a
- Specified via model$genconloga[[i]]$a. Specifies the base of the logarithmic function .
- name (optional)
- Specified via model$genconloga[[i]]$name. When present, specifies the name of the -th logarithmic function constraint.
- funcpieces (optional)
- Specified via model$genconloga[[i]]$funcpieces. When present, specifies the FuncPieces attribute of the -th logarithmic function constraint.
- funcpiecelength (optional)
- Specified via model$genconloga[[i]]$funcpiecelength. When present, specifies the FuncPieceLength attribute of the -th logarithmic function constraint.
- funcpieceerror (optional)
- Specified via model$genconloga[[i]]$funcpieceerror. When present, specifies the FuncPieceError attribute of the -th logarithmic function constraint.
- funcpieceratio (optional)
- Specified via model$genconloga[[i]]$funcpieceratio. When present, specifies the FuncPieceRatio attribute of the -th logarithmic function constraint.
- funcnonlinear (optional)
- Specified via model$genconloga[[i]]$funcnonlinear. When present, specifies the FuncNonlinear attribute of the -th logarithmic function constraint.
- genconlogistic (optional)
- A list of lists. When present, each entry in genconlog defines
the logistic function constraint of the form
Each entry may have the following named components:
- xvar
- Specified via model$genconlogistic[[i]]$xvar. Index of the variable in the right-hand side of the constraint.
- yvar
- Specified via model$genconlogistic[[i]]$yvar. Index of the variable in the left-hand side of the constraint.
- name (optional)
- Specified via model$genconlogistic[[i]]$name. When present, specifies the name of the -th logistic function constraint.
- funcpieces (optional)
- Specified via model$genconlogistic[[i]]$funcpieces. When present, specifies the FuncPieces attribute of the -th logistic function constraint.
- funcpiecelength (optional)
- Specified via model$genconlogistic[[i]]$funcpiecelength. When present, specifies the FuncPieceLength attribute of the -th logistic function constraint.
- funcpieceerror (optional)
- Specified via model$genconlogistic[[i]]$funcpieceerror. When present, specifies the FuncPieceError attribute of the -th logistic function constraint.
- funcpieceratio (optional)
- Specified via model$genconlogistic[[i]]$funcpieceratio. When present, specifies the FuncPieceRatio attribute of the -th logistic function constraint.
- funcnonlinear (optional)
- Specified via model$genconlogistic[[i]]$funcnonlinear. When present, specifies the FuncNonlinear attribute of the -th logistic function constraint.
- genconpow (optional)
- A list of lists. When present, each entry in genconpow defines
a power function constraint of the form
Each entry may have the following named components:
- xvar
- Specified via model$genconpow[[i]]$xvar. Index of the variable in the right-hand side of the constraint.
- yvar
- Specified via model$genconpow[[i]]$yvar. Index of the variable in the left-hand side of the constraint.
- a
- Specified via model$genconpow[[i]]$a. Specifies the exponent of the power function.
- name (optional)
- Specified via model$genconpow[[i]]$name. When present, specifies the name of the -th power function constraint.
- funcpieces (optional)
- Specified via model$genconpow[[i]]$funcpieces. When present, specifies the FuncPieces attribute of the -th power function constraint.
- funcpiecelength (optional)
- Specified via model$genconpow[[i]]$funcpiecelength. When present, specifies the FuncPieceLength attribute of the -th power function constraint.
- funcpieceerror (optional)
- Specified via model$genconpow[[i]]$funcpieceerror. When present, specifies the FuncPieceError attribute of the -th power function constraint.
- funcpieceratio (optional)
- Specified via model$genconpow[[i]]$funcpieceratio. When present, specifies the FuncPieceRatio attribute of the -th power function constraint.
- funcnonlinear (optional)
- Specified via model$genconpow[[i]]$funcnonlinear. When present, specifies the FuncNonlinear attribute of the -th power function constraint.
- genconsin (optional)
- A list of lists. When present, each entry in genconsin defines
the sine function constraint of the form
Each entry may have the following named components:
- xvar
- Specified via model$genconsin[[i]]$xvar. Index of the variable in the right-hand side of the constraint.
- yvar
- Specified via model$genconsin[[i]]$yvar. Index of the variable in the left-hand side of the constraint.
- name (optional)
- Specified via model$genconsin[[i]]$name. When present, specifies the name of the -th sine function constraint.
- funcpieces (optional)
- Specified via model$genconsin[[i]]$funcpieces. When present, specifies the FuncPieces attribute of the -th sine function constraint.
- funcpiecelength (optional)
- Specified via model$genconsin[[i]]$funcpiecelength. When present, specifies the FuncPieceLength attribute of the -th sine function constraint.
- funcpieceerror (optional)
- Specified via model$genconsin[[i]]$funcpieceerror. When present, specifies the FuncPieceError attribute of the -th sine function constraint.
- funcpieceratio (optional)
- Specified via model$genconsin[[i]]$funcpieceratio. When present, specifies the FuncPieceRatio attribute of the -th sine function constraint.
- funcnonlinear (optional)
- Specified via model$genconsin[[i]]$funcnonlinear. When present, specifies the FuncNonlinear attribute of the -th sine function constraint.
- genconcos (optional)
- A list of lists. When present, each entry in genconcos defines
the cosine function constraint of the form
Each entry may have the following named components:
- xvar
- Specified via model$genconcos[[i]]$xvar. Index of the variable in the right-hand side of the constraint.
- yvar
- Specified via model$genconcos[[i]]$yvar. Index of the variable in the left-hand side of the constraint.
- name (optional)
- Specified via model$genconcos[[i]]$name. When present, specifies the name of the -th cosine function constraint.
- funcpieces (optional)
- Specified via model$genconcos[[i]]$funcpieces. When present, specifies the FuncPieces attribute of the -th cosine function constraint.
- funcpiecelength (optional)
- Specified via model$genconcos[[i]]$funcpiecelength. When present, specifies the FuncPieceLength attribute of the -th cosine function constraint.
- funcpieceerror (optional)
- Specified via model$genconcos[[i]]$funcpieceerror. When present, specifies the FuncPieceError attribute of the -th cosine function constraint.
- funcpieceratio (optional)
- Specified via model$genconcos[[i]]$funcpieceratio. When present, specifies the FuncPieceRatio attribute of the -th cosine function constraint.
- funcnonlinear (optional)
- Specified via model$genconcos[[i]]$funcnonlinear. When present, specifies the FuncNonlinear attribute of the -th cosine function constraint.
- gencontan (optional)
- A list of lists. When present, each entry in gencontan defines
the tangent function constraint of the form
Each entry may have the following named components:
- xvar
- Specified via model$gencontan[[i]]$xvar. Index of the variable in the right-hand side of the constraint.
- yvar
- Specified via model$gencontan[[i]]$yvar. Index of the variable in the left-hand side of the constraint.
- name (optional)
- Specified via model$gencontan[[i]]$name. When present, specifies the name of the -th tangent function constraint.
- funcpieces (optional)
- Specified via model$gencontan[[i]]$funcpieces. When present, specifies the FuncPieces attribute of the -th tangent function constraint.
- funcpiecelength (optional)
- Specified via model$gencontan[[i]]$funcpiecelength. When present, specifies the FuncPieceLength attribute of the -th tangent function constraint.
- funcpieceerror (optional)
- Specified via model$gencontan[[i]]$funcpieceerror. When present, specifies the FuncPieceError attribute of the -th tangent function constraint.
- funcpieceratio (optional)
- Specified via model$gencontan[[i]]$funcpieceratio. When present, specifies the FuncPieceRatio attribute of the -th tangent function constraint.
- funcnonlinear (optional)
- Specified via model$gencontan[[i]]$funcnonlinear. When present, specifies the FuncNonlinear attribute of the -th tangent function constraint.
Advanced named components
- pwlobj (optional)
- The piecewise-linear objective functions.
A list of lists. When present, each entry in pwlobj
defines a piecewise-linear objective function for a single variable.
The index of the variable whose objective function is being defined is
stored in model$pwlobj[[i]]$var. The values for
the points that define the piecewise-linear function are stored in
model$pwlobj[[i]]$x. The values in the vector must be in non-decreasing order. The values for the points that define the piecewise-linear function are stored in model$pwlobj[[i]]$y. - vbasis (optional)
- The variable basis status vector. Used to
provide an advanced starting point for the simplex algorithm. You
would generally never concern yourself with the contents of this
vector, but would instead simply pass it from the result of a previous
optimization run to the input of a subsequent run. When present, you
must specify one value for each column of A.
- cbasis (optional)
- The constraint basis status vector. Used to
provide an advanced starting point for the simplex algorithm. Consult
the vbasis description for details. When present, you
must specify one value for each row of A.
- varhintval (optional)
- A set of user hints. If you know that a
variable is likely to take a particular value in high quality
solutions of a MIP model, you can provide that value as a hint. You
can also (optionally) provide information about your level of
confidence in a hint with the
varhintpri named component.
If present, you must specify one value
for each column of A.
Use a value of NA for variables where no such hint is known.
For more details, please refer to the
Attribute section in the reference manual.
- varhintpri (optional)
- Priorities on user hints. After
providing variable hints through the varhintval list,
you can optionally also provide hint priorities to give an indication
of your level of confidence in your hints.
If present, you must specify a value
for each column of A.
For more details, please refer to the
Attribute section in the reference manual.
- branchpriority (optional)
- Variable branching priority. If
present, the value of this attribute is used as the primary criteria
for selecting a fractional variable for branching during the MIP
search. Variables with larger values always take priority over those
with smaller values. Ties are broken using the standard branch
variable selection criteria.
If present, you must specify one value
for each column of A.
- pstart (optional)
- The current simplex start vector. If you set
pstart values for every variable in the model and
dstart values for every constraint, then simplex will use
those values to compute a warm start basis. For more details, please
refer to the Attribute section in the reference manual.
- dstart (optional)
- The current simplex start vector. If you set
dstart values for every linear constraint in the model and
pstart values for every variable, then
simplex will use those values to compute a warm start basis. For more
details, please refer to the Attribute section in the reference manual.
- lazy (optional)
- Determines whether a linear constraint is
treated as a lazy constraint.
If present, you must specify one value for each row of A.
For more details, please refer
to the Attribute section in the reference manual.
- start (optional)
- The MIP start vector. The MIP solver will
attempt to build an initial solution from this vector. When present,
you must specify a start value for each variable. Note that you can
set the start value for a variable to NA, which
instructs the MIP solver to try to fill in a value for that variable.
- partition (optional)
- The MIP variable partition number, which
is used by the MIP solution improvement heuristic. If present,
you must specify one value for each variable of A.
For more details, please refer
to the Attribute section in the reference manual.
If any of the mandatory components listed above are missing, the gurobi() function will return an error.
Below is an example that demonstrates the construction of a simple
optimization model:
model <- list()
model$A <- matrix(c(1,2,3,1,1,0), nrow=2, byrow=T)
model$obj <- c(1,1,1)
model$modelsense <- 'max'
model$rhs <- c(4,1)
model$sense <- c('<', '>')
You can also build A as a sparse matrix, using
either sparseMatrix or simple_triplet_matrix:
model$A <- spMatrix(2, 3, c(1, 1, 1, 2, 2), c(1, 2, 3, 1, 2), c(1, 2, 3, 1, 1))
model$A <- simple_triplet_matrix(c(1, 1, 1, 2, 2), c(1, 2, 3, 1, 2), c(1, 2, 3, 1, 1))
Note that the Gurobi R interface allows you to specify a scalar value for most of the array-valued components. The specified value will be expanded to an array of the appropriate size, with each component of the array equal to the scalar (e.g., model$obj <- 1 would be equivalent to model$obj <- c(1,1,1) in the example).