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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  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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