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Support nonlinear constraints with Gurobi 12 #93
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Add a page to the users guide covering how to add nonlinear constraints to a model using add_constrs.
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Show how to create nonlinear constraints not of the form y = f(x) by introducing temporary variables.
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The upcoming Gurobi 12 release supports nonlinear constraints through gurobipy's
NLExpr
class. There are a few steps required to integrate it in gurobipy-pandas:addGenConstrNL
(the arithmetic is taken care of, e.g.x**4
will "just work" on pandas series)Add some API for applying nonlinear functions to expressions, e.g. aFor now, document.gppd.exp
accessor orgppd.exp
would map tonlfunc.exp
.apply
as the appropriate method for applying nlfuncs.Consider whether to automatically add intermediate variables to allow more flexibility in constraint senses & objectivesFor now, keep the same restrictions as gurobipy and document the recommended approach to intermediate variables.The text was updated successfully, but these errors were encountered: