Does Gurobi 9.0 guarantee global optimality for MICQP?

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4 comments

  • Eli Towle

    Hi Jongeun,

    Gurobi searches for globally optimal solutions to MIQCPs. We'll reach out to you through our online support portal to investigate this.

    The absolute gap is the absolute difference between the incumbent objective value and the dual objective bound (i.e., lower bound for minimization problems). The relative gap is this value divided by the incumbent objective value. If the incumbent objective value is zero but the dual objective bound is nonzero, the relative gap is defined to be infinity. If both bounds are zero, the relative gap is defined to be zero.

    Thanks,

    Eli

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  • Eli Towle

    This issue was resolved by upgrading from Gurobi 9.0.0 to Gurobi 9.0.2. Gurobi 9.0.0 was the first version to support non-convex MIQCPs, and this MIQCP-related bug has since been fixed.

    Eli

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  • Utkarsh Shah

    Using Gurobi 9.0.2 for non-convex MIQCP, I am still facing an issue where the solution is not global. If I warm start the problem, the solution stays in local optima, while avoiding warm start leads to a global optima.

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  • Jaromił Najman

    Hi,

    Does this problem still prevail with Gurobi 9.0.3? Is yes, could you provide a LOG file of the problematic run?

    Best regards,
    Jaromił

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