non-linear Multi-scenario features

Answered

Zhe Chen

September 26, 2025 23:40

• 
• 

Hi,

Recently, I have 1000 QPs to solve, the problem data Q, A, b are similar for these scenarios, min w*Q*w, s.t. Aw<b.

However, I found the multi-scenarios feature cannot process matrix Q and A, only works for obj c, lb/ub and b. I  don want to call gurobi 1000 times to solve it independently, therefore, this feature would be quite useful. Or any other ways to solve it efficiently?

Br,

Zhe

0

• 

  Riley Clement

  • Gurobi Staff

  September 28, 2025 11:34

  Hi Zhe,

  I will turn this into a ticket so we can discuss.  An email regarding this should arrive shortly.

  Kind Regards,
  Riley

  0

Please sign in to leave a comment.