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optimizationgurobi
Septimus G
Septimus G

Reputation: 103

Gurobi- How to use indicator constraints in version 7.0?

The newest version of Gurobi allows for the use of indicator constraints but I can't figure out from the user manual how to implement these with the Matlab API.

Upvotes: 1

Views: 869

Answers (1)

Greg Glockner
Greg Glockner

Reputation: 5653

Unfortunately, indicator constraints are not supported by the Gurobi MATLAB and R interfaces. These interfaces use a matrix representation. For example, for a linear program in canonical form:

max ct x
Ax = b
x ≥ 0

The interface takes the matrix A and vectors b and c, and returns the optimal solution. Unfortunately, this means that high-level representations like piecewise linear functions or indicator constraints are beyond the scope of the MATLAB and R interfaces. They are available for Python, if that helps.

Upvotes: 2

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