Quadratic objective or bilinear objective's runtime

Answered

Yi Ting Lin

• March 17, 2023 17:20

Hi,

I am building a model with the objective function in non-convex bilinear form.

(e.g., minimize (x1*y1)+(x2*y2)-(x3*y3)), however, the run time is really long (longer than 1hr)

If I try to reformulate the objective to (w^2+y^2+z^2), would this significantly improve the computation time?

 

Thank you.

Related to

• Formulation

0

• 

  Jaromił Najman

  Gurobi Staff

  • March 21, 2023 09:03

  Hello,

  If I try to reformulate the objective to (w^2+y^2+z^2), would this significantly improve the computation time?

  Yes, it would very likely help a lot. Please note that what you describe is that you can make your model convex which is often not possible. However, there are some exceptions so if this is one of those then you should definitely use the convex formulation.

  Best regards, 
  Jaromił

  0

Please sign in to leave a comment.