提取古罗比溶液指数

Question

I have a bunch of gurobi variables y[0],y[1],...,y[n] x[0],x[1],...,x[m]. I would like to be able to figure out the indices of the optimal y's that are not zero. In other words, if the optimal solution is y[0]=0, y[1]=5, y[2]=0, y[3]=1, I would like to return [1,3]. So far, I have

F = []
for v in model.getVars():
   if v.varName[0]=='y' and v.x>0:
     F.append[v.varName]

This, in the above example, would give me ['y[1]', 'y[3]']. Since this output is a string, I'm not sure how I can get the 1 and 3 out of it. Please help.

Thanks in advance!

Answer 1

I am using the following which works:

Index_List = []
for v in m.getVars():
       if v.varName[0] == 'y' and v.x>0:

           Index = int(v.varName[2]) 

           for j in range(3,3+100)):
               BOOL = False 
               try:
                   IndexNEW =int(v.varName[j])
                   Index = 10*Index+IndexNEW
                   BOOL = True
               except ValueError:
                   ()
               if not BOOL:
                   break
       Index_List.append(Index)

The resulting Index_List is as desired. There must be a better way though.

Answer 2

Assuming

from gurobipy import *
m = Model()

If you create a gurobi tupledict for your variables with

x = m.addVars(nx, vtype=GRB.INTEGER, name="x")
y = m.addVars(ny, vtype=GRB.INTEGER, name="y")
# ...your constraints and objective here..

then you can directly call the attributes for your variables (in your case the .X attribute for the variable value in the current solution). Using a list comprehension it could be done with:

m.optimize()
if m.status == GRB.OPTIMAL:
    indices = [i for i in range(ny) if y[i].X > 0]

where nx and ny are the number of your variables.