Skip to main content

How to implement optimization with inverse matrices of varibales on Gurobi



1 comment

  • Jaromił Najman
    Gurobi Staff Gurobi Staff

    Hi Danusha,

    I am not aware of any better general method to formulate matrix inverse in an optimization model. Most often, there is no way to avoid the additional nonconvexity. Maybe you can use model knowledge to find a different and equivalent definition of the inverse you need for your computation. If not, you can still try to solve the model with Gurobi via a quadratic formulation, see How do I divide by a variable in Gurobi?

    Best regards, 


Please sign in to leave a comment.