Second Order Programming
回答済みHi,
I am trying to code a SOCP constraint, (the constraint is:
where s is the variable and mu, sigma, alpha are parameters, fi is a function with known values) in C# language. However, when I use Math.Pow to model the square root expression I take the error message saying "The Gurobi.GRBQuad.Expr canot be transformed to double". Any help will be appreciated. Thanks in advance.
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Hi,
Gurobi can only deal with linear and quadratic terms, more complicated functions like the square root expression can only be approximated with general constraints. To use those you might need to introduce additional (continuous) variables to represent partial terms of your expression.
Best regards,
Mario0 -
Dear Mario, thank you very much for the response.
Best regards.
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