Dear official department or all the researchers
Nice to bother you and it is Zhengmao here.
I get a tough question regarding solving the nonlinear problems.
I use the stochastic programming method to implenment my problem and there are some nonlienar constriaints. I firstly use the linearization process to make it a MILP problem and it works well (short time and good convergence). Then I use the nonlinear solver CONOPT which is currently most popular nonlinear solver and the results are hard to converge with super slow speed (my probelm is high dimensional and complex).
So do you konw the effecieny of gurobi solver to solve this nonlineae,non-convex problem?
Thanks and best
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