How to model the Mixed Integer Second-Order Cone Program (MISOCP) problem in GUROBI MATLAB API

Answered

AMIT KUMAR

• March 20, 2024 13:14

Hello All,

I am a beginner in  Gurobi Matlab API. I want to know how to model  Mixed Integer Second-Order Cone Programs (MISOCP) problem in the Gurobi Matlab API. I went through the example part of Gurobi, but have not found any specific example related to the MISOCP problem. Is there any specific way to model the MISOCP problem in Gurobi? If yes, please share any  MISOCP problem model example.

Thanks

Related to

• MATLAB
• SOCP

0

• 

  Riley Clement

  Gurobi Staff

  • March 20, 2024 23:12

  Hi Amit,

  Check out our Matlab examples.

  qcp.m contains a second-order cone constraint and a rotated cone constraint, so hopefully it helps.

  - Riley

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• 

  AMIT KUMAR

  • March 21, 2024 14:07

  

  

  

  Hello Riley Clement,

  Thanks a lot, 

  Your suggested example helped me in modeling my problem.

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