Utkarsh Shah

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Latest activity by Utkarsh Shah
  • Utkarsh Shah commented,

    The culprit was poor setting of `OptimalityTol` parameter, resetting it to default value solved the issue. Please be extremely careful with parameters affecting the dual problem when using non-conv...

  • Utkarsh Shah created a post,

    Non global solution of bilinear problem


    I am solving a non-convex MIQCP and depending on the starting conditions. I end up with two widely different objective value, indicating a local solution instead of global solution. First, the prob...

  • Utkarsh Shah commented,

    Using Gurobi 9.0.2 for non-convex MIQCP, I am still facing an issue where the solution is not global. If I warm start the problem, the solution stays in local optima, while avoiding warm start lead...