I need to implement the following pseudocode to JuMP/Julia:
forall{i in M, j in Ni[i]}: x[i] <= y[j];
I imagine something like:
for i in M and j in Ni[i]
@constraint(model, x[i] <= y[j])
end
How do I properly implement the 2 iterators in the for loop?
I don't know if you want one iteration with both values, or the Cartesian product of the iterators, but here are example for both:
julia> M = 1:3; N = 4:6;
julia> for (m, n) in zip(M, N) # single iterator over both M and N
@show m, n
end
(m, n) = (1, 4)
(m, n) = (2, 5)
(m, n) = (3, 6)
julia> for m in M, n in N # Cartesian product
@show m, n
end
(m, n) = (1, 4)
(m, n) = (1, 5)
(m, n) = (1, 6)
(m, n) = (2, 4)
(m, n) = (2, 5)
(m, n) = (2, 6)
(m, n) = (3, 4)
(m, n) = (3, 5)
(m, n) = (3, 6)
You want
@constraint(model, [i = M, j = Ni[i]], x[i] <= y[j])
Here is the relevant documentation: https://www.juliaopt.org/JuMP.jl/stable/constraints/#Constraint-containers-1