[SCIP] Asking about nonlinear objective function

[Felipe Serrano]

Dear Adhe

I just replied in PySCIPOpt

Best,
Felipe

On Mon, Oct 5, 2020 at 2:31 PM Adhe Kania <adhe.a.kania at student.jyu.fi>
wrote:

> Hi,
>
> Thanks for your reply, Ambros.
> I opened an issue last week, but not yet got an answer.
> I have this function as part of my constraint :
> [image: image]
> <https://user-images.githubusercontent.com/51048244/94549355-bf04b100-025a-11eb-8f87-9a994bff3f9a.png>
>
> where D(j) is input data and P has a decision variable on it.
>
> I wrote my constraint as follows :
>
> def consFR(model, q, SS, SOT):
>
> for t in Ts:
>     Dr = quicksum(d for d in demand[t:min(t+L,T)])
>     Dr = Dr + quicksum(d for d in demand_day[min((t+L),T)*5:min((t+L)*5+SOT,T*5)])
>
>
> and I got an error :
>
> in consFR(model, q, SS, SOT)
> 3 for t in Ts:
> 4 Dr = quicksum(d for d in demand[t:min(t+L,T)])
> ----> 5 Dr = Dr + quicksum(d for d in demand_day[min((t+L),T)*5:min((t+L)
> *5+SOT,T*5)])
> 6
>
> src\pyscipopt\expr.pxi in pyscipopt.scip.Expr.richcmp()
>
> src\pyscipopt\expr.pxi in pyscipopt.scip._expr_richcmp()
>
> NotImplementedError:
>
>
> The problem comes because I have a variable in the upper bound of quicksum
> function. If I change the variable (SOT) with a number, it's run well.
>
> Do you have any idea to solve my problem?
>
> I can switch to SCIP if this problem is only for pyscipopt but run well in
> SCIP.
>
>
> Best,
>
> Adhe
>
>
>
> On Tue, 29 Sep 2020 at 13:18, Ambros Gleixner <gleixner at zib.de> wrote:
>
>> Dear Adhe,
>>
>> For PySCIPOpt-related questions, could you please open an issue in the
>> PySCIPOpt repository and describe in a minimal (not) working example,
>> what fails?
>>
>> Thanks,
>> Ambros
>>
>>
>>
>> Am 29.09.20 um 11:15 schrieb Adhe Kania:
>> > Hi,
>> >
>> > I am a new user in SCIP.
>> > I participated in the interesting online summer school, CO at Work 2020
>> > last week and I am interested in using SCIP to solve my problem.
>> > I use python, so I use pyscipopt.
>> > My problem has a complicated nonlinear objective function with integer
>> > variables.
>> > I work with multiobjective optimization problem, so the objective
>> > function is an achievement scalarazing function with nonlinear
>> objective
>> > functions.
>> > I asked in the Q&A session that SCIP can accommodate a nonlinear
>> > objective function, but when I try with the simple nonlinear objective
>> > function, the error "Nonlinear objective functions are not supported"
>> shown.
>> > I found from the list issues of pyscipopt that I should linearize it,
>> > using the so-called epigraphical representation, which set the
>> nonlinear
>> > objective as a constraint. However, it doesn't work when I use norm.cdf
>> > function.
>> >
>> > Would you like to give me suggestion how to use my own complicated
>> > function in SCIP?
>> >
>> > Thanks in advance,
>> > Adhe
>> >
>> >
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>> >
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