Expressions and Constraints
AffExpr is an affine expression type defined by JuMP. It has three fields: a vector of coefficients, a vector of variables, and a constant. Apart from a default constructor that takes no arguments, it also has a full constructor that can be useful if you want to manually build an affine expression:
aff = AffExpr([x, z], [3.0, 4.0], 2.0) # 3x + 4z + 2
Note that the coefficients must be floating point numbers. The matching constraint for
LinearConstraint which is defined by an
AffExpr and a lower and upper bound. If a solver interface does not support range constraints, this will automatically translated into two constraints at solve time. Constructing constraints manually is not an expected behavior and won't add the constraint to a model automatically. See below for the correct methods.
There is also
QuadExpr for quadratic expressions type that also provides a default constructor that takes no arguments and a full constructor. There are four fields: two vectors of variables, a vector of coefficients, and the affine part of the expression. This is best explained by example:
aff = AffExpr([x, z], [3.0, 4.0], 2.0) # 3x + 4z + 2 quad = QuadExpr([x,y],[x,z],[3.0,4.0],aff) # 3x^2 + 4yz + 3x + 4z + 2
The corresponding constraint is
QuadConstraint, which is expected to be a convex quadratic constraint.