Implementing Bilinear Terms

Awaiting user input

Kinga Poplawska

December 01, 2023 08:37

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Hi! 

I have the following problem, I am trying to add two bilinear terms in my code. I have the form like this: a,b,c,d,e,f,g,e are continuous variables. 

My constraints look like this: 

model.addConstr(a * b = c)      # non-convex Constraint 
model.addConstr( d = c *(...))  # linear Constraint 
model.addConstr( e = d *(...))  # linear Constraint 
model.addConstr( f = g * e)     # non-convex Constraint 
.... 
model.setParam('NonConvex', 2)                                                                            

My code works physically logical, if instead of the last bilinear term, I use an expression with f= g* (..) # linear term, but if I use both bilinear expressions, then Gurobi solves my problem, but it is physically illogical.  
I have the feeling that Gurobi chooses a local minimum at that moment, which is not global. I have chosen boundaries for the bilinear variables, but the problem remains. I am using the variable f also in two different linear terms, but I think it should not be a problem. 

Do you have any ideas on how I can solve my problem? 

Thank you! 

Related to

• Bilinear

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  David Torres Sanchez

  • Gurobi Staff

  December 04, 2023 10:51

  Hi Kinga,

  Have you tried with Gurobi v11?

  If not, please give this a go.

  Cheers, 
  David

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