Algorithms for MINLP with linear constraints and bilinear objectives
回答済みI currently have a MINLP problem. I have linearized all the constraints, but the objective function still contains nonlinear terms, all of which are bilinear. I understand that Gurobi can solve such problems. However, I would like to gain a deeper understanding of the relevant algorithms. Could you please explain how Gurobi typically handles such problems? Are there any reference materials available that I could study?
Thank you very much for your time and assistance.
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Hi Zemin,
I would start here: Products of Variables in Mixed Integer Programming (Gurobi YouTube)
- Riley
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