Non-Convex Objective Function

Answered

Saeed Abdolmaleki

June 01, 2025 23:51 Edited

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Hi Gurobi Experts,

I have supply chain configuration problem, where the objective function has a sqrt form like below: 
I previously used Conic Constraint; However I wanted it to know does Gurobi have an API to handle this on objective function directly instead of defining a couple of quadratic constraints?

Related to

• Nonlinear

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  Jaromił Najman

  • Gurobi Staff

  June 02, 2025 11:43 Edited

  Hi Saeed,

  It is possible to directly write the function by using the addGenConstrNL method. You would have to define an auxiliary variable \(Z'\) as you already do and then the code would look similar to

  objconstr = model.addGenConstrNL(Zprime, gp.quicksum(h[j]*c[j]*z[alpha]*sigma[j]*gp.nlfunc.sqrt(SI[j]+T[j]-S[j]) for j in N ), name="obj1")

  Please note that you need Gurobi version 12 to use the above method.

  Also consider that it might actually be better to formulate the model via quadratic constraints only. However, this can only be said once both formulations are tested.

  Best regards, 
  Jaromił

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