How to effectively implement quadratic constraints (over 80,000)
Hi all,
I try to use gurobi Matlab interface and I will need to add more than 80,000 quadratic constraints and each of them is off dimension 80,000. I try to use a for loop to set each 'model.quadcon(i)'. However, for loop is extremely slow and Matlab crash almost every time. May I ask is there any effective way to implement a huge number of quadratic constraints?
Thanks a lot!
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