I'm trying to analyse some solution space properties of an optimisation problem that I've got solving with Gurobi and python. Gurobi has a great way of adding in constraints and objective functions as linear expressions instead of fiddling with matrices.
However to do the analyses about convexity I need to have the Q (objective matrix) and A (constraint matrix). (Naming based off this example: https://www.gurobi.com/documentation/6.5/examples/dense_py.html)
Where the problem would be something like:
Minimise: X.T*Q*X + X*q (X.T is the transpose of the matrix X)
Subject to: X.T*A*X + X*a
(As Gurobi allows quadratic constraints as well as objectives, the lower case a and q are to account for linear terms that may arise).
What I'm ideally looking for is something like print(gurobiModel.aMatrix) etc.
Does anyone know of such a function? Or perhaps something that could parse the LP model file?
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