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julia-jump

How to change the type of a variable using JuMP?

I am using Julia/JuMP to write an algorithm. I have previously defined an MILP, but now I want to relax some of the integer restrictions. How can I do this?

Here is my sample code:

using JuMP
using Gurobi

model = Model(Gurobi.Optimizer)
@variable(model, 0 <= x[i=1:2], Int)
@constraint(model, x[1] + x[2] >= 0.5)
@objective(model, Min, 3*x[1] + x[2])

# *Here I want to relax the integer restriction on x[2]*

optimize!(model)
println(value.(x))

I have found an old post with the same question (How to convert type of a variable when using JuMP), but the solution (using the function setcategory()) does not seem to work in the current version of JuMP.

Solution

  • You're looking for unset_integer: https://jump.dev/JuMP.jl/stable/variables/#Integer-constraints-1

    There is also relax_integrality https://jump.dev/JuMP.jl/stable/variables/#JuMP.relax_integrality