Does Gurobi support linear semidefinite programs?

Answered

Magnus Højmark Kristensen

• June 17, 2024 18:18
• Edited

Hi

 

I haven't been able to find anything on how I can use GurobiPy to solve linear semidefinite programs - however, a stack exchange post states that it can solve such a problem.

If so, where can I find examples of so?

 

I am specifically trying to solve (don't know if it helps):

Related to

• Nonlinear

0

• 

  Jaromił Najman

  Gurobi Staff

  • June 18, 2024 11:54
  • Edited

  Hi Magnus,

  Gurobi currently does not support any SDP algorithms or interfaces.

  Could you please point me to the stackexchange post stating that it does? SDPs are convex and are usually solved via an interior point solver. If you can somehow formulate your SDP as a QCQP, then Gurobi can solve the QCQP formulation. However, I am not aware of any general way of formulating an SDP as a QCQP.

  You could try SCIP's SDP plugin.

  Best regards, 
  Jaromił

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