Dynamic array type in Xpress Python interface

Hello Pietro,

Thank you for your reply and please have a look of the example I gave in this post which I thought will be helpful to clarify my question.

In my case, I am iterating the optimization and dynamically adding a set of variable X into the objective function as well as adding a set of constraints Constr1. The question is the dimension of variable X and constriant Constr1 is unknown.

In Xpress IVE, the code snippet looks as follows:

declaration
prob:mmproblem
I=1..NI # Set of index for X 
iter:integer
 
X:dynamic array (range,range) of mpvar
sol_X:dynamic array(range,range) of real
 
Constr1:dynamic array(set of mpproblem,range,range) of linctr
Obj:array(set of mpproblem) of linctr
end-declaration
 
[#############]
# Define Optimization
...
[#############]
iter:=0
repeat
    [#############]
    # Solve Optimization
    with prob do 
        minimize( Obj(prob) )
    end-do
    # Get Output...
    if iter>=1 then
        forall(i in I) create( sol_X(i,iter) )
        forall(i in I, j in 1..iter) sol_X(i,j):=getsol( X(i,j) )
    end-if
    [#############]
    iter+=1
    forall(i in I) create( X(i,iter) ) # Create a new set of variable
 
    with prob do
        Obj(prob)+=sum(i in I)( X(i,iter) ) # Add the new set of variable into Obj 
 
         if iter>=2 then
             # Create and define a new set of constraint based on the X which is just solved
             forall(i in I) create( Constr1(prob,i,iter-1) )  
             forall(i in I, j in 1..iter-1) Constr1(prob,i,j):= X(i,j)<=sol_X(i,j)
         end-if
    end-do
until condition