How do I use Gurobi to find the value of variables such that they maximize the value returned from a function?

Hi,

So I am solving a problem where I have defined variables and I have specified constraints on those variables. I want Gurobi to assign possible values to those defined variables, then use the values of those variables in a function to compute a score. I want that score to be minimized.

Since the function cannot be expressed as a linear equation, I am unable to express it as a linear expression in the setObjective() function. How do I use this function that is being used for assigning the scores in the setObjective() function and find the values of variables that minimizes this score?

Thanks

Official comment

Simranjit Kaur

Gurobi Staff

November 16, 2025 23:27

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