Handling Product of Continuous Decision Variables in MATLAB Optimization Toolbox with Gurobi

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FABIANA NANI

2025年02月20日 15:12 編集済み

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Dear Gurobi Support Team,

I am using Gurobi through MATLAB’s Optimization Toolbox to solve a MILP problem. However, I am facing an issue with my objective function, which includes the product of two continuous decision variables, both of which vary over time.

Since this introduces a non linearity, I would like to ask if there is a way to handle this type of nonlinearity within Gurobi while continuing to use MATLAB. Are there any recommended reformulation techniques, or does Gurobi support any specific approach to deal with such constraints?

関連

• MATLAB
• Nonlinear

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  Jaromił Najman

  • Gurobi Staff

  2025年02月25日 15:51

  Hi Fabiana,

  Gurobi's MATLAB API supports quadratic (nonconvex) objectives. Please have a look at the qp.m example and the corresponding documentation.

  Best regards, 
  Jaromił

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