Quadratic equations (x*y) calculation

回答済み

Iason Liagkas

2023年08月15日 14:38

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Hello guys, do you know how does Gurobi handle the multiplication of two continuous variables under the hood?  I was searching how to linearize this calculation and I came across McCormick envelopes https://optimization.cbe.cornell.edu/index.php?title=McCormick_envelopes
and another trick from AIMMS manual on pg 85 here:
https://download.aimms.com/aimms/download/manuals/AIMMS3OM_IntegerProgrammingTricks.pdf

Kind regards
Iason

 

関連

• Nonlinear

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  Jaromił Najman

  • Gurobi Staff

  2023年08月16日 07:50

  Hi Iason,

  Gurobi uses the McCormick envelopes which you mentioned to construct the convex and concave envelope of a bilinear product. I would recommend watching our webinars and Tech Talk about nonconvex quadratic optimization

  • Non-Convex Quadratic Optimization in Gurobi 9.0
  • Nonconvex Quadratic Optimization with Gurobi
  • Tech Talk: A Practical Tour Through Non-Convex Optimization

  The contents may overlap quite a bit but each presentation provides a slightly different view and insight into the nonconvex world.

  Best regards, 
  Jaromił

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  Iason Liagkas

  2023年08月16日 16:58

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  Thanks Jaromił

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