Automatic quadratization in Gurobi

Answered

Juan del Carmen Vasquez

October 14, 2022 13:49

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I would like to know if Gurobi has any automatic procedure to convert constraints with degrees > 2 to quadratic ones. If so, which algorithm do you use to do that?

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  Jaromił Najman

  • Gurobi Staff

  October 17, 2022 08:25

  Hi Juan,

  Currently, there is no automatic algorithm to perform this kind of reformulation. Currently, you would have to follow the steps described in How do I model multilinear terms in Gurobi? to implement constraints with degree > 2.

  Best regards, 
  Jaromił

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