Nonlinear problem
AnsweredI 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.

You can use the Norm general function to compute the 2norm 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 piecewiselinear terms, which can lead to a bigger final solution violation.
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