Initializing help system before first use

Using indicators


Type: Programming
Rating: 2 (easy-medium)
Description: Construct a problem from scratch with variables of various types. Adds indicator constraints and shows how to retrieve such data once it has been added to the problem using the API functions
File(s): example_indicators.py


example_indicators.py
# Construct a problem from scratch with variables of various
# types. Adds indicator constraints and shows how to retrieve
# such data once it has been added to the problem using the
# API functions.
#
# (C) Fair Isaac Corp., 1983-2025

import xpress as xp

m = xp.problem()

m.controls.miprelstop = 0

# All variables used in this example
v1 = m.addVariable(lb=0, ub=10, vartype=xp.continuous)
v2 = m.addVariable(lb=1, ub=7, vartype=xp.continuous)
v3 = m.addVariable(lb=5, ub=10, threshold=7, vartype=xp.semicontinuous)
vb = m.addVariable(vartype=xp.binary)

# Indicator constraints consist of a tuple with a condition on a
# binary variable and a constraint
ind1 = (vb == 0, v1 + v2 >= 6)
ind2 = (vb == 1, v1 + v3 >= 4)

# Adds the first indicator constraint
m.addIndicator(ind1)
# Adds another indicator constraint and the second one defined above
m.addIndicator((vb == 1, v2 + v3 >= 5), ind2)

ind_inds = []
ind_flags = []

# Returns the indicator constraint condition (indicator variable and complement flag) associated to the rows in a given range
m.getindicators(ind_inds, ind_flags, 0, 2)

print("Indicator variables and flags: ", ind_inds, ind_flags)

m.setObjective(xp.Sum(v1,v2,v3))

m.optimize()

print("v1: ", m.getSolution(v1),
      ", v2: ", m.getSolution(v2),
      "; sol vector: ", m.getSolution(),
      "; obj: ", m.attributes.objval,
      sep="")  # default separator between strings is " "

© 2001-2025 Fair Isaac Corporation. All rights reserved. This documentation is the property of Fair Isaac Corporation (“FICO”). Receipt or possession of this documentation does not convey rights to disclose, reproduce, make derivative works, use, or allow others to use it except solely for internal evaluation purposes to determine whether to purchase a license to the software described in this documentation, or as otherwise set forth in a written software license agreement between you and FICO (or a FICO affiliate). Use of this documentation and the software described in it must conform strictly to the foregoing permitted uses, and no other use is permitted.