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Can I use Gurobi to solve this convex optimization problem?

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  • Mario Ruthmair
    Gurobi Staff Gurobi Staff

    Hi Wenxin,

    To use Gurobi, you need to explicitly write a model with an objective function, so in your case you need to know f(v,u).
    You said that once u is known, you can easily obtain V(u). How do you do that?

    Best regards,
    Mario

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