Prateek Agarwal

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Latest activity by Prateek Agarwal
  • Prateek Agarwal commented,

    Hi Simran, I will give that a go, thank you.  Just out of curiosity, the LP file displays quadratic terms in the objective function as follows: [2 x_3 ^2 + 2 x_4 ^2] / 2 + [2 x_5 ^2 + 2 x_6 ^2] / 2...

  • Prateek Agarwal commented,

    Hi Simran, I have already tried to tune the parameters for MILP. It seems the problem is just too big for an effective solution to be reached quickly enough though. As for option 2, I don't believe...

  • Prateek Agarwal commented,

    Hi Simran, Would that still use the linear solver? The problem is quite large and does not work well with non-linear solvers (such as MIP). Hence I would still need it to be solved as an LP problem.

  • Prateek Agarwal created a post,

    Sum of L2 Norm in objective


    Hi, I am trying to formulate an objective function that includes a sum of L2 norms (for example, minimize x1 + x2 + sqrt(x3^2 + x4^2) + sqrt(x5^2 + x6^2)) Currently, my best implementation involves...