Implementation in Gurobi

Answered

Emrah Öztürk

July 26, 2021 09:38

• 
• 

Hi,

I have the following problem

where Gxy, Gx, Gz are matrices, hx, hy, aq^{i}, ap^{i} are vectors and the matrix G is positive semidefinite. Is there a way to implement this in Gurobi? Thanks in advance

Emrah

 

0

• Official comment

  

  Simranjit Kaur

  • Gurobi Staff

  June 23, 2025 02:51 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?.
• 

  Jaromił Najman

  • Gurobi Staff

  August 02, 2021 13:43 Edited

  Hi Emrah,

  Gurobi currently does not offer any SDP feature. However, the open-source solver (which was partially implemented by my colleagues) SCIP has an SDP plugin which might fit your application.

  Best regards,
  Jaromił

  0

Post is closed for comments.