Metrics on non-convex solutions

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Julio César Ortegón

2021年10月21日 02:34

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I'm solving an non-convex problem and I would like to know if there are some metrics that tell me if the answer that Gurobi is giving is a local or global optimum, also if there a way to put some initial conditions in the problem because Gurobi is solving the problem without asking the initial conditions even do the problem is non-convex. 

I appreciate the help.

 

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  Simranjit Kaur

  • Gurobi Staff

  2025年06月23日 02:45 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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  Cara T.

  • Gurobi Staff

  2021年10月21日 21:49 編集済み

  Hi Julio,

  Gurobi is a global solver. For any problem type that Gurobi can solve, it solves those to global optimality. In version 9.0+, Gurobi can solve convex and non-convex QPs, QCPs, MIQPs, and MIQCPs in addition to LPs and MILPs. Check out this webinar for more information on the bilinear solver.  

  There are a couple ways to provide initial conditions for a problem.  You can specify a value in the Start attribute on a variable, or provide a set of values in a separate input file.  You can also provide a variable hint instead of a fixed initial value - Gurobi uses hints differently than start values and it is good to try both methods because one may lead to a faster solve time for your problem. These methods are described in detail here:  How do I use MIP starts? – Gurobi Support Portal

  -Cara

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