Xiaoyu Shan
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Latest activity by Xiaoyu Shan
Xiaoyu Shan created a post,
Gurobi R positive semidefinite matrix
Hi, I am solving a quadratic integer programming problem with Gurobi min x'Qx where Q = A'A, which mathematically should be positive semidefinite. In practice, however, sometimes gurobi R interf...

Xiaoyu Shan created a post,
quadratic quotient programming
AnsweredCan Gurobi solve integer programming whose objective function is in the form of quadratic quotient? e.g. min x'Qx/x'Px, where x's are binary, P and Q are positive semidefinite.

Xiaoyu Shan commented,
This is very helpful. Thanks!!

Xiaoyu Shan commented,
I think I conceptually got it but find it hard to write codes for introducing new auxiliary variables. So now the problem becomes min(x'Qxc'x), s.t. x=mz, z = 0 or 1, 0=<m<=2 (2 for instance), rig...

Xiaoyu Shan commented,
Thanks for the comment! What if the value of m is also unknown? i.e., m is also an unknown variable that I need to find out with optimization?

Xiaoyu Shan created a post,
binary programming for 0/m instead of 0/1 variables
AnsweredHi, I'm using Gurobi to solve an optimization problem min(x'Qxc'x), where x is a vector that I need to figure out. Each element in x should be either 0, or some real number m, for example x = [0,m...