# Xiaoyu Shan

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• 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,

Can 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,

• 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'Qx-c'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,