Quadratic objective or bilinear objective's runtime

回答済み

Yi Ting Lin

2023年03月17日 17:20

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Hi,

I am building a model with the objective function in non-convex bilinear form.

(e.g., minimize (x1*y1)+(x2*y2)-(x3*y3)), however, the run time is really long (longer than 1hr)

If I try to reformulate the objective to (w^2+y^2+z^2), would this significantly improve the computation time?

 

Thank you.

関連

• Formulation

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  Jaromił Najman

  • Gurobi Staff

  2023年03月21日 09:03

  Hello,

  If I try to reformulate the objective to (w^2+y^2+z^2), would this significantly improve the computation time?

  Yes, it would very likely help a lot. Please note that what you describe is that you can make your model convex which is often not possible. However, there are some exceptions so if this is one of those then you should definitely use the convex formulation.

  Best regards, 
  Jaromił

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