Xiaoyu Shan

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  • Gurobi R positive semidefinite matrix

    Hi, I am solving a quadratic integer programming problem with Gurobi  min x'Qx where Q = A'A, which mathematically should be positive semidefinite. In practice, however, sometimes gurobi R interf...

  • quadratic quotient programming

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    Can Gurobi solve integer programming whose objective function is in the form of quadratic quotient? e.g. min x'Qx/x'Px, where x's are binary, P and Q are positive semidefinite. 

  • binary programming for 0/m instead of 0/1 variables

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    Hi, I'm using Gurobi to solve an optimization problem min(x'Qx-c'x), where x is a vector that I need to figure out. Each element in x should be either 0, or some real number m, for example x = [0,m...