Solver interface needed for MIQP problem Gurobi/MATLAB

進行中

JW

2021年06月24日 15:06

• 
• 
• 

Hi all,

I am somewhat new to Gurobi and I had a question regarding which solver interface to use for solving an MIQP problem using MATLAB and Gurobi as a solver. I have already successfully solved some MILP problems using the intlinprog function in MATLAB (and Gurobi as a solver). However, no such simple function for solving MIQP's exist in MATLAB. Which function or interface should I use and how do I go about this?

0

• 正式なコメント

  

  Simranjit Kaur

  • Gurobi Staff

  2024年12月06日 00:30

  This post is more than three 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 why not try our AI Gurobot?.
• 

  Alison Cozad

  • Gurobi Staff

  2021年06月25日 18:35 編集済み

  You can use Gurobi's MATLAB interface directly.  It can handle objectives and constraints with quadratic, bilinear, and linear terms.  To get started, take a look at

  • MATLAB API Overview. For the complete reference material for Gurobi's MATLAB interface
  • Gurobi > MATLAB Interface > The model argument.  This will be a handy reference guide when writing your model in MATLAB.
  • Check out the MATLAB example in Gurobi's Example Tour.  This can be a great starting point for using this interface.

  1
• 

  Gwyneth Butera

  • Gurobi Staff

  2021年06月25日 13:42

  Cross-posted on StackOverflow.

  0
• 

  JW

  2021年07月13日 17:37 編集済み

  • 
  • 
  • 

  @... Thank you very much for your elaborate reply! I went through the entire manual and you are indeed right. However, on https://www.gurobi.com/documentation/9.1/examples/matlab_examples.html a list of MATLAB functions derived from the Optimization Toolbox (such as intlinprog or qp) can be found. These functions solve MILP and QP problems in a straightforward and easy manner. However, I was wondering whether such a function also exists for MIQP problems. Would you know whether such a function exists and if so, where I could find it?

  0
• 

  Alison Cozad

  • Gurobi Staff

  2021年07月16日 19:38

  It looks like you are referencing the intlinprog.m and qp.m examples from the Matlab Examples you linked.  Those are two Gurobi examples that show how you can use Gurobi in Matlab for an MILP and QP, respectively. 

  However, it might be worth a closer look at qp.m.  This example builds a fairly trivial QP model then solves it.  Next, it converts the model into an MIQP model then solves it again. 

  These are intended to be examples that you can use to get you started in Gurobi, then you can extend them to suit your modeling needs.  Is there a particular constraint challenge or question you have while writing your MIQP?

  1

投稿コメントは受け付けていません。