1 comment

• Gurobi Staff

Hi Surya,

Division of variables is currently not supported.

You can model the division $$\frac{1}{x}$$ with an additional variable $$z$$ as
\begin{align*} x \cdot z = 1. \end{align*}

In the above $$z$$ has to be equal to $$\frac{1}{x}$$ and can be used throughout your model.

Please note that you have to provide appropriate bounds for both $$x$$ and $$z$$ to make the above formulation work properly. For $$x \in [x^L, x^U], x^L>0$$, the bounds for $$z$$ should be $$z \in [\frac{1}{x^U}, \frac{1}{x^L}]$$.

It is also required to set the NonConvex parameter to 2.

Best regards,
Jaromił