I have a constraint in my linear program for inventory that goes:
x[next period] = x[this period] + purchases[this period] - sold[this period]
Decision variables are purchases[this period] and sold[this period]. Solved for several periods with rolling horizon period.
When I put it in PuLP like this, all the x[t] other than the first (constant input, ex. 12345) end up to be 0.
T = range(0,7)
x = [0 for t in T]
x[0] = 12345
for t in T:
prob += x[t] + p[t] - s[t] == x[t+1], "some label %s"(t)
prob += x[t+1] >= 0
Solved it! For anyone who's interested in this...
I added it as a variable and added the following constraint prob += x[0] == 12345
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