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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, for linear and nonlinear "indicated" constraints
File(s): indicators.py, indicators_nl.py


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.
# - Example discussed in mipformref whitepaper -
#
# (C) 1983-2026 Fair Isaac Corporation

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)

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

indicators_nl.py
# Indicator constraint definition with nonlinear constraints.
# - Example discussed in mipformref whitepaper -
#
#     min   b1 + b2
#     s.t.  b1 = 1  ->  x1*x2 = 12
#           b2 = 0  ->  sin(x2) >= 0.5
#           b1, b2 in {0,1}
#
# (C) 2026 Fair Isaac Corporation

import xpress as xp
from xpress.enums import SolStatus

p = xp.problem(name="NL indicator constraints")

x = p.addVariables(2, name="x")
# Binary variables driving the indicator constraints
b = p.addVariables(2, vartype=xp.binary, name="b")

# Indicator constraint: condition (b[i] == 0 or 1) paired with the
# constraint that must hold when the condition is true.
ind1 = (b[0] == 1, x[0] * x[1] == 12)  # b[0]=1 -> x[0]*x[1]=12
ind2 = (b[1] == 0, xp.sin(x[1]) >= 0.5)  # b[1]=0 -> sin(x[1])>=0.5

# Both constraints are nonlinear (quadratic / trigonometric)
p.addIndicator(ind1, ind2)

p.setObjective(b[0] + b[1], sense=xp.ObjSense.MINIMIZE)

p.optimize()

print("Problem status:", p.attributes.solstatus.name)

if p.attributes.solstatus in [SolStatus.FEASIBLE, SolStatus.OPTIMAL]:
    for i in range(2):
        print(f"x[{i}] = {p.getSolution(x[i])}")

    # getIndicators returns the indicator variable index and the sense flag
    # for each row.
    ind_vars, ind_flags = p.getIndicators(0, 1)
    for i in range(2):
        print(f"indicator {i}: b[{i}] = {p.getSolution(b[i])}, flag = {ind_flags[i]}")

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