1 comment

• Gurobi Staff

Hi,

I am not sure if I understand fully understand your issue.

It is currently not possible to directly define multivariate polynomials in Gurobi but it is certainly possible to model them.

For example, let's consider the multivariate polynomial $$p:\mathbb{R}^2 \to \mathbb{R}, (x,y) \mapsto x^2\cdot y + x \cdot y + x \cdot y^2$$. You can formulate a constraint such as $$p(x,y) = 0$$ by the addition of auxiliary variables and the use of quadratic expressions as
\begin{align} \omega_1 \cdot y + &x \cdot y + x \cdot \omega_2 = 0 \\ \omega_1 &= x^2 \\ \omega_2 &= y^2 \\ x \in &[x^L, x^U] \\ y \in &[y^L,y^U] \\ \omega_1 \in &\begin{cases} [0, \max{(x^L)^2,(x^U)^2}], &\text{if } x^L < 0 < x^U \\ [(x^L)^2, (x^U)^2], &\text{if } x^L\geq 0 \\ [(x^U)^2, (x^L)^2], &\text{if } x^U\leq 0 \end{cases} \\ \omega_2 \in &\begin{cases} [0, \max{(y^L)^2,(y^U)^2}], &\text{if } y^L < 0 < y^U \\ [(y^L)^2, (y^U)^2], &\text{if } y^L\geq 0 \\ [(y^U)^2, (y^L)^2], &\text{if } y^U\leq 0 \end{cases} \end{align}

Note that I added finite bounds for $$x$$ and $$y$$ as this is recommended when working with nonlinear expressions.