[MATLAB] Modeling QCQP(Quadratically Constrained Quadratic Problems)

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Yooseung Choi

2024年03月20日 17:10

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I'm trying to solve QCQP and trying to generate a model using MATLAB.

From 'MATLAB Reference Manual,' it says that for quadratic constraints, one can use 'quadcon' function which can describe x'*Qc*x + q'*x <= beta.

ex)

model.quadcon(i).Qc = sparse(Qj(-,-));   % Quadratic terms

model.quadcon(i).q = qj(-)';                     % Linear terms

model.quadcon(i).rhs= rhs(-);                    % Right hand side

model.quadcon(i).lhs= lhs(-);                     % Left hand side

Here's my question:

Gurobi uses 'model.A' for defining linear constraints. 

model.A = sparse([-]);

Would Gurobi recognize this as the same linear constraint if I define the linear constraint as

model.quadcon(i).q = some vector [-]

 

with model.quadcon(i).Qc as a matrix of zeros and enter model.A = sparse(zeros(-,-))?

 

0

• 正式なコメント

  

  Simranjit Kaur

  • Gurobi Staff

  2026年11月13日 01:28

  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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  Riley Clement

  • Gurobi Staff

  2024年03月20日 23:29

  Hi Yooseung,

  I don't have the working knowledge to answer this, maybe someone else will, but it seems like something you could easily test?

  You can write out an LP file with gurobi_write() and inspect it.

  - Riley

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  Jaromił Najman

  • Gurobi Staff

  2024年03月22日 11:45

  Hi Yooseung,

  If I understand your post correctly, your concern is about defining a linear constraint via the quadcon struct. It should be no problem to define a linear constraint via the quadcon struct, i.e., set the \(Q\) matrix = 0. If you see some suspicious or wrong behavior, please let us know.

  As Riley suggested, you can always write out an LP file and analyze what is happening.

  Best regards, 
  Jaromił

  1

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