Will quadratic constraints be automatically linearized during the optimization process?

Answered

YJ Z

• April 08, 2024 08:51

Hello, I need add a constr like this:

It can also be write like this :

while all the variables are binary variables. 

I want to ask:

1. Which constraint has higher optimization efficiency in gurobi？
2. Will Gurobi automatically convert these quadratic constraints into linear constraints during the optimization process?

Related to

• QCP

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• 

  Jaromił Najman

  Gurobi Staff

  • April 09, 2024 07:03

  Hi YJ,

  Which constraint has higher optimization efficiency in gurobi？

  I don't think that it is possible to state which formulation is more efficient without actually running some tests. However, I would assume that the quadratic formulation will perform better.

  Will Gurobi automatically convert these quadratic constraints into linear constraints during the optimization process?

  Yes, Gurobi will automatically linearize products of binary variables. For more details, I recommend watching our webinar about Models with Products of Binary Variables.

  Best regards, 
  Jaromił

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