I am formulating a problem to be solved with Gurobi. One of my constraints is quadratic. I know I can linearize the constraints if at least one of the involved variables is binary. I read at some point that, if both of variables are continuous, it can not be linearized. And this is my problem, I want to multiply x and y and both are continuous (>=0) I added it to the model and it is solved without problems. My questions are:
- is this solution totally correct? I supposse so, because Gurobi works with quadratic constraints
- linearization is for reducing complexity of solving time or does it have any other purpose?
- I am using gurobi to solve a theoretical problem which will be explained in a paper. Mathematically, is it ok to ensure that Gurobi can solve this kind of problems?
- With this quadratic constraint, is my problem non-convex? or convexity does not depend on the type of constraints?
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