Dynamic array type in Xpress Python interface

Hello Yijun,

I translated the script you provided to Python, I hope this helps clarify. As you can see in Python you can amend an item to a dictionary at any time as (i,j) in this point is just a key to a dictionary, but we can use it as our index set.

import xpress as xp
 
X = {}
sol_X = {}
 
# Define optimization problem here
 
iter = 0
condition = True
objective = 0  # Initially, the objective function is null
 
while condition:
 
    prob.solve()  # Optimization sense has been specified in the
                  # definition of prob
 
    if iter >= 1:
        for i in I:
            for j in range(1, iter + 1):
                sol_X[i,j] = prob.getSolution(X[i, j])
 
    iter += 1
 
    # Create new variables
    for i in I:
        X[i,iter] = xp.var()
        prob.addVariable(X[i, iter])
 
    # Update objective function
    objective += xp.Sum(X[i,iter] for i in I)
    prob.setObjective(objective)
 
    if iter >= 2:
        prob.addConstraint(X[i, j] <= sol_X[i, j] for i in I for j in range(1, iter))
 
    condition = ...  # update exit condition here

Using dictionaries for both X and sol_X, while ensuring both have the same set of keys (which you can get with X.keys() and sol_X.keys()).

I hope this helps. Regards,

Pietro