Help required with KKT optimisation

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ASUTOSH BRAHMA

2021年11月09日 03:52

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I am completely new to Gurobi. I could solve some of the greedy algorithms using Gurobi. Now, I want to solve the following problem but I am not sure how do I take care of the abs and l2norm part here. Can I get some help on how to structure it? Here, all parameters are matrices with subscripts corresponding to dimensions.

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  Simranjit Kaur

  • Gurobi Staff

  2025年06月23日 02:44 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11月12日 10:05

  With the latest Gurobi version v9.5, you can use the addGenConstrNorm method to model the l2norm. For the abs function you can use the addGenConstrAbs method. Please note that you will have to introduce multiple auxiliary variables to use the general constraint methods, because these methods only accept Var objects.

  Best regards,
  Jaromił

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  ASUTOSH BRAHMA

  2021年11月12日 13:54

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  Thanks Jaromil.

  Regards,

  Asutosh

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