[MATLAB] Modeling QCQP(Quadratically Constrained Quadratic Problems)
AnsweredI'm trying to solve QCQP and trying to generate a model using MATLAB.
From 'MATLAB Reference Manual,' it says that for quadratic constraints, one can use 'quadcon' function which can describe x'*Qc*x + q'*x <= beta.
ex)
Here's my question:
Gurobi uses 'model.A' for defining linear constraints.
model.A = sparse([]);
Would Gurobi recognize this as the same linear constraint if I define the linear constraint as

Hi Yooseung,
I don't have the working knowledge to answer this, maybe someone else will, but it seems like something you could easily test?
You can write out an LP file with gurobi_write() and inspect it.
 Riley
1 
Hi Yooseung,
If I understand your post correctly, your concern is about defining a linear constraint via the quadcon struct. It should be no problem to define a linear constraint via the quadcon struct, i.e., set the \(Q\) matrix = 0. If you see some suspicious or wrong behavior, please let us know.
As Riley suggested, you can always write out an LP file and analyze what is happening.
Best regards,
Jaromił1
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