Algorithms for MINLP with linear constraints and bilinear objectives

Answered

ZEMIN WANG

July 08, 2025 09:23

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I currently have a MINLP problem. I have linearized all the constraints, but the objective function still contains nonlinear terms, all of which are bilinear. I understand that Gurobi can solve such problems. However, I would like to gain a deeper understanding of the relevant algorithms. Could you please explain how Gurobi typically handles such problems? Are there any reference materials available that I could study?

Thank you very much for your time and assistance.

 

Related to

• Bilinear

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  Riley Clement

  • Gurobi Staff

  July 08, 2025 12:36

  Hi Zemin,

  I would start here: Products of Variables in Mixed Integer Programming (Gurobi YouTube)

  - Riley

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