Robust optimization with Gurobi

Awaiting user input

Siyavash Filom

May 15, 2023 21:06

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Hello,

Is the Gurobi able to solve robust optimization problems?

 

 

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  Jaromił Najman

  • Gurobi Staff

  May 16, 2023 08:00 Edited

  It depends on what your definition of a robust optimization problem is. Could you please elaborate?

  If you can formulate your robust optimization problem as a (nonconvex) MIQCP, then Gurobi is able to solve it.

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