Global Optimum for QCLP

Answered

Zekai Li

• September 26, 2023 19:19
• Edited

I am using Gurobi for an optimization problem with a linear objective and quadratic constraints. The problem was successfully solved by Gurobi but I am wondering how I can know whether my solution is a global optimum. How can I check for this? Thank you!

Related to

• QCP

1

• 

  Riley Clement

  Gurobi Staff

  • September 27, 2023 12:17

  Hi Zekai,

  Gurobi is a global optimizer.  You know the solution is optimal when the objective value is equal to the dual bound and the gap is 0.  This is a necessary and sufficient condition to guarantee optimality.

  eg, in the logs look for something like the following:

         Objective Bounds 
  Incumbent    BestBd   Gap
  4882.94      4882.94  0.00%

  - Riley

  0
• 

  Zekai Li

  • September 27, 2023 12:33

  

  

  

  Hi Riley,

  Thank you for the reply. Do you have any recommended references that I can cite when I want to claim the solution is optimal?
  
  Kind regards,

  Zekai

  0
• 

  Riley Clement

  Gurobi Staff

  • September 27, 2023 12:57

  Hi Zekai,

  I found another forum post where there are some resources that may be helpful:

  https://support.gurobi.com/hc/en-us/community/posts/360056186191-Always-Global-Solutions-

  - Riley

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  Zekai Li

  • September 27, 2023 12:59

  

  

  

  Thank you!

  0

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