Which funtion to use for QCQP?

Answered

Xingyi Hou

April 22, 2021 14:17

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Dear Gurobi Teams,

I am working on a project in C++, it is a qcqp problem, with continuous parameter. Both object function and constraint are convex. Which function should I use? GRBQuadExpr and GRBQConstr::set()?

Another question is that the object function is convex nonlinear like sqrt(x1^2+x2^2) with continuous parameter. Which function should I pick?

 

Best,

Xingyi

0

• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  June 23, 2025 02:56 Edited

  This post is more than three years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum. Or why not try our AI Gurobot?.
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  Jaromił Najman

  • Gurobi Staff

  April 23, 2021 10:55 Edited

  Hi Xingyi,

  You can use the addQConstr function. For an example, please have a look at our bilinear_c++ example.

  For the \(\sqrt{\cdot}\), you can use the addGenConstrPow function with \(\texttt{a=0.5}\). Please note that you have to introduce an additional variable when using general constraints.

  Best regards,
  Jaromił

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