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Indicator Constraints

Posted: Tue May 05, 2020 2:10 pm
by Nikou
Hi

I try to work with indicator constraints but I seem to make somewhere a mistake

I declare the equations

indicatorEq(i,j,k,i1,j1,k1,s)..
tS(i,j,k) - tS(i1,j1,k1) =g= feasEps ;

which should become active if PIn(i,j,k,i1,j1,k1) = 0

In the option file cplex.opt I write:

indic indicatorEq(i,j,k,i1,j1,k1,s)$PIn(i,j,k,i1,j1,k1) 0

When solving, GAMS terminates with the message:

Error: Column not a binary variable
Option record: indic indicatorEq(i,j,k,i1,j1,k1,s)$PIn(i,j,k,i1,j1,k1) 0

But the variable PIn(i,j,k,i1,j1,k1) is declared as binary.

What am I doing wrong?

Re: Indicator Constraints

Posted: Wed May 06, 2020 6:33 am
by bussieck
Can you send a workable small example? -Michael

Re: Indicator Constraints

Posted: Thu May 07, 2020 1:31 pm
by Nikou
Hello Michael

It was my mistake.

I declared everything correctly but then I made the statement

P.prior(i,j,k,i1,j1,k1) = INF

This has obviously the effect to declare/treat P(i,j,k,i1,k1,k1) as non-binary.

I fixed my mistake by deleting the priority assignment; now everything works fine.

Thank you very much your time