How to implement general nonlinear objective function?

Answered

Yakun Wang

• April 10, 2024 19:01

I think the version 11 can handle general MINLP now? But I'm not clear how to implement the following objective function in C++ API (Model.addGenConstrPoly() seems not suitable in this case): 

600 * x1*x2*x3 + 100 * x2*x3*x4 + 300 * x1*x2*x4

Related to

• Nonlinear

0

• 

  Jaromił Najman

  Gurobi Staff

  • April 11, 2024 06:18

  It is currently not possible to directly implement multilinear terms. However, we discuss a way to implement these in the Knowledge Base article How do I model multilinear terms in Gurobi?

  0

Please sign in to leave a comment.