Bilinear Callback

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Calvin Elder

2023年12月06日 18:18

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Hi,

I am setting up a non-convex bilinear program with no integer variables over two length n vectors x and y. I have cheap-to-compute closed-form solutions (~n operations) when either variable is fixed. I would enforce the closed forms as necessary conditions, but unfortunately, they do not lend themselves to standard inequality descriptions. What is the best way to give this information to the solver? Should I just set a callback that enforces them if not met already?

Thanks!

関連

• Callbacks
• Bilinear

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  Simranjit Kaur

  • Gurobi Staff

  2026年11月13日 01:33

  This post is more than two years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum, or try Gurobot, our chatbot interface offering instant, expert-level support.
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  Jaromił Najman

  • Gurobi Staff

  2023年12月07日 09:20

  Hi Calvin,

  I am not sure I understand your question. Could you please provide a small explanatory example of what exactly you would like to achieve?

  Best regards, 
  Jaromił

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