Nonlinear problem

Answered

VENKATA SRIKANTH Burra

• July 17, 2023 09:47
• Edited

I am trying to solve an optimization problem as below. I am trying to know the feasibility of solving the problem with Gurobi.  Also In addition to Gb*x, there will be other terms like GB*x^2,GB*x^3, ..... also in our model making it nonlinear.  Can anyone please let me know the suitability of Gurobi for this type of problem.

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• 

  Jaromił Najman

  Gurobi Staff

  • July 17, 2023 11:25

  You can use the Norm general function to compute the 2-norm of a given vector, see addGenConstrNorm().

  If you need to compute a power bigger than 2, you can introduce auxiliary variables and formulate the model as a quadratic one, see How do I model multilinear terms in Gurobi? Alternatively, you could use the addGenConstrPow method. However, the addGenConstrPow method will only approximate the terms you are modeling via piecewise-linear terms, which can lead to a bigger final solution violation.

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