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Can gurobi optimize an external function?

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  • Eli Towle
    • Gurobi Staff Gurobi Staff

    Unfortunately, Gurobi does not optimize arbitrary external functions like this. Gurobi can solve problems of the form described in the What types of models can Gurobi solve? article. Are you able to explicitly write/reformulate your problem in that form (i.e., with a linear or quadratic objective function and linear, quadratic, and/or second-order cone constraints)?

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