Implementation in Gurobi

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Emrah Öztürk

2021年07月26日 09:38

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Hi,

I have the following problem

where Gxy, Gx, Gz are matrices, hx, hy, aq^{i}, ap^{i} are vectors and the matrix G is positive semidefinite. Is there a way to implement this in Gurobi? Thanks in advance

Emrah

 

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  Simranjit Kaur

  • Gurobi Staff

  2025年06月23日 02:51 編集済み

  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?.
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  Jaromił Najman

  • Gurobi Staff

  2021年08月02日 13:43 編集済み

  Hi Emrah,

  Gurobi currently does not offer any SDP feature. However, the open-source solver (which was partially implemented by my colleagues) SCIP has an SDP plugin which might fit your application.

  Best regards,
  Jaromił

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