Gurobierror quadratic equality constraints. Mar 27, 2017 · This answer was too long for a comment.

Gurobierror quadratic equality constraints GurobiError: Quadratic equality constraints are non- convex. Sign up for free to join this conversation on GitHub. Nov 13, 2025 · Quadratic constraint right-hand side. The idea is to decompose a matrix X into a convex sum of 0 1 matrices. Parameters: Q : (d,d) ndarray, float64, optional Quadratic cost matrix matrix c : (d,) ndarray, float64, optional, Linear cost vector A : (n,d) ndarray, float64, optional, Linear constraint matrix b : (n,) ndarray, float64, optional, Linear constraint vector lb : (d) ndarray, float64 Oct 31, 2025 · Optimizer # Fixed floating point exception with POW constraints Fixed an integer overflow when reading an attr file Fixed an issue with an infinite violation on nonlinear models that have poles in POW constraints Fixed an issue with returning a solution value of x=0 for a LOG constraint Fixed wrong declaration of infeasibility on models with piecewise-linear objective Fixed numerical issues Aug 10, 2015 · Z2 [d]*Z2 [d] 形式的表达式是凸的，但您将它放在 <= 约束的右侧。这等效于具有凹左侧表达式的 <= 方程，Gurobi 不支持。根本问题是您试图最小化代表规模经济的凹表达式（平方根）。虽然您可以使用代数消除平方根，但您不能消除问题固有的非凸性。您可以使用二进制变量或内置的分段线性特征来 Apr 29, 2024 · A conic quadratic constraints are considered convex if the variables are continuous, but is getting considered non-convex if the variables are binary. For cuts, it's glhugely depends on the type of cuts. The error message " Model too large for size-limited Gurobi license " or " Model too large for restricted Gurobi license " is displayed when Gurobi uses a restricted, size-limited license, and the model size exceeds these limits, i. 5. First I used the fixed method to fix the SOS and then I tried t 6 days ago · Nonlinear Constraints # In Gurobi, you can express various types of nonlinear restrictions (integrality, quadratic constraints, …). I have tried several Gurobi settings, the following in particular: 3 days ago · This method can be used to add linear constraints, quadratic constraints, or general constraints to the model. Feb 27, 2023 · Will an optimal solution now only satisfy the quadratic inequality constraints or also the quadratic equality constraints? I have added a minimal code example where the issue arises. From 'MATLAB Reference Manual,' it says that for quadratic constraints, one can use 'quadcon' function which can describe x'*Qc Inequality-constrained quadratic programs are QPs that contain inequality constraints and possibly equality constraints. This is non-convex, so you may see a message about using the NonConvex parameter, Dec 11, 2022 · I'm implementing on Xpress a problem with different solution proposed on a paper. Set NonConvex parameter to 2 to solve model. Am I wrong somewhere in modeling the problem? Here is the code, yalmip( What about non-convex quadratic constraints or objectives? Presolve might be able to convexify or to linearize them If this fails: GRB_ERROR_Q_NOT_PSD or GRB_ERROR_QCP_EQUALITY_CONSTRAINT Jan 24, 2024 · Coefficient range: 1 to 1 Warning: Solver not applicable (gurobi does not support signomial constraints) 错误使用 test_carbon (line 286) 求解出错 意思是求解器不适用 (gurobi不支持 符号约束) 虽然只是警告，但是出不了结果，只好检查程序中的约束部分 用 Cplex 求解同样出现报错： Jan 7, 2016 · In general, the set of points (or vectors) satisfying a quadratic equality constraint may not be a convex set. More complex logical expressions can be created via combinations of general constraints. Models without any quadratic features are often referred to as Mixed Integer Linear Programming (MILP) problems. Hi all, I formulate the following problem in Gurobi: that I belive should be convex but I get the error "GurobiError: Quadratic equality constraints are non-convex". 1 (System Dynamics) and Example 5. addConstr (STD == math. Sep 19, 2016 · Semidefinite programming solver 3 days ago · While the fixed problem is always a continuous model, it may contain a non-convex quadratic objective or non-convex quadratic constraints. The following paper on Disciplined Convex Concave Programming (DCCP) provided a guess as to why this may be: I assume that CVX is accepting the quadratic equality constraint based on the DCCP rule set (rather than the DCP rule set), and solving the problem using concave-convex The Gurobi Optimizer suite ships several solvers for mathematical programming, including problems that have linear constraints, bound constraints, integrality constraints, cone constraints, or quadratic constraints. If the only non-convex quadratic constraints in your problem is just rotation matrix SO (3) constraints, then Drake has implemented a customized mixed-integer linear/second-order-cone constraints to approximately satisfy SO (3) constraints. Sep 16, 2016 · Model predictive control - Basics Tags: Control MPC Optimizer Quadratic programming Simulation Updated: September 16, 2016 To prepare for the hybrid, explicit and robust MPC examples, we solve some standard MPC examples. Dec 18, 2021 · 当我运行下面的MWE代码时，会得到这个错误。有人知道怎么解决这个问题吗？谢谢! 误差:误差10020: Q矩阵不是半正定的. = ≤ 0 ≥ 0 Here: One single quadratic constraint In general: Can have arbitrarily many such constraints In general: Can have a quadratic objective, too 6 days ago · So do attributes associated with solution quality, objectives in multi-objective models, scenarios in multi-scenario models, and batches. 9 e +01 would be required). 0 (released Nov 2019),, Gurobi allows non-convex quadratics in objective function and constraints, and attempts to solve them to global optimality. 0 • What if quadratic constraints or objective are non-convex? Oct 10, 2023 · when i put this quadratic constraint to my optimization model at gurobi in python, it takes many time for solve it and i think it is not rational. When I write the problem into a file the implementation is fine, the This project focuses on formulating and solving a quadratic optimization problem using the Gurobi solver in MATLAB. Note that a less-than-or-equal constraint with a RHS value of 1e20 or larger, or a greater-than-or-equal constraint with RHS value of -1e20 or smaller, will be treated as always being satisfied. Starting with Gurobi 9. how i can manage this constraint? for edge in df_e Mar 18, 2024 · Solver not applicableYou seem to miss the core idea of a semidefinite relaxation, as you simply try to solve the nonconvex problem now, as you introduce W0 as the outer product of two vectors, i. 0 or greater is required on Windows Can I add penalty terms as in ridge regression or LASSO? Benchmark Apr 8, 2019 · I’ve found that CVX is accepting my quadratic equality constraints and outputting a feasible and optimal answer. Jun 30, 2023 · gurobi does not support signomial equality constraints Answered Winchester Burkhard 2 years ago Edited Jan 11, 2022 · As it says, your M2 models has polynomial constraints. These are the line of codes that cause this issue. Sep 17, 2020 · QCQP = Quadratically Constrained Quadratic Programming = Quadradic objective function and quadradic constraints. , preferably avoid sending complete library of code to setup the problem, use random data instead if possible, don't use a model with 5000 constraints when it crashes already on the first constraint, etc) Nov 13, 2025 · These blocks contain the quadratic terms associated with the quadratic constraints. Can u may take a quick look at the following listing? I alread know that such Exploit implied quadratic equations in cuts PSD cuts Primal Heuristics Randomize order for greedy Q term coverage in fix-and-dive Consider quadratic constraints in a sub-MIP heuristic Simplex/MIP Integration Add bias to favor moving McCormick constraints into basis Other Improvements Including effects of MIP/LP/QP/QCP improvements Total May 10, 2021 · I keep getting the error below when I run the model: *** Quadratic equality constraints are non-convex. How does Gurobi 10. Unfortunately (and luckily, at the same time) gurobi pre-resolves models and it was very frequently happening that the notorious quadratic constraint was being ignored during the actual Gurobi takes special care to preserve convexity for certain mathematical structures that are known to be convex, most notably the standard second-order cone constraint of the form \ ( x^\top x \leq y^2 \), where \ ( x \in \mathbb {R}^n \) and \ ( y \geq 0 \). addConstr (A != B) and seems like there isn't a not equal sign in Gurobi library. Our intent in this What Is Quadratic Optimization? Quadratic optimization models are useful in scenarios where the objective function is quadratic and the constraints are linear. General Constraints can be used to model many types of logical expressions, like AND and OR relationships. The binary variables are supposed to model power plants being ON or OFF. Mar 15, 2023 · Hello, sir! When I call the gurobi10. Oct 1, 2024 · 文章浏览阅读4. Equality constraints with very large RHS values can lead to numerical issues, so these should be avoided. First I used the fixed method to fix the SOS and then I tried t 3 days ago · Advanced User-Scaling # In the previous sections, we presented some simple strategies to limit the ranges of variable bounds, constraint right-hand sides, objective values, and constraint matrix coefficients. For example: Aug 28, 2021 · Only if the constraint is not natively supported by the solver. Try to reduce the code to something as simple as possible, while still illustrating your issue (i. What kind of constraints are signomial equality constraints? Thank you for reply. CPLEX only allows non-convex quadratics in the objective function, not in constraints, which CPLEX requires to be convex. Nov 21, 2023 · I am trying to implement a SOCP that I believe to be convex, but when I run it on a small instance I get the error: gurobipy. Attributes associated with variables, linear constraints, SOS constraints, quadratic constraints, and general constraints contain one entry per variable or constraint in the model. Note that if you supply a name argument, the generator expression must be enclosed in parenthesis. 6 days ago · Once you add a constraint to your model, subsequent changes to the expression object you used to build the constraint will have no effect on that constraint. But NonConvex throws an Error 10007: Unknown parameter: 'NonConvex' in R. To begin with, let us define the numerical data that defines our LTI system and the control problem. Does anyone know how to resolve this? thanks! Error: Error 10020: Q matrix is not positive semi-definite (PSD). Individual quadratic terms in a quadratic expression can be queried using the getVar1, getVar2, and getCoeff methods. = ≤ 0 ≥ 0 Here: One single quadratic constraint In general: Can have arbitrarily many such constraints In general: Can have a quadratic objective, too The error message " Model too large for size-limited Gurobi license " or " Model too large for restricted Gurobi license " is displayed when Gurobi uses a restricted, size-limited license, and the model size exceeds these limits, i. Status. 1 to r Problem formulation with a quadratic constraint A Quadratically Constrained Program (QCP): . Equality constrained minimization 2 equality constrained minimization 2 eliminating equality constraints 2 Newton's method with equality constraints 2 infeasible start Newton method I have a model that initially contained SOS constraints and quadratic constraints, on which I want to conduct a sensitivity analysis. To query the constant and linear Aug 26, 2018 · i'm a newbie to julia and struggling how to handle quadratic equality constraints when using gurobi as the main solver. Gurobi does not support polynomial constraints but only bilinear/quadratic, hence M1 does not include any polynomial constraints. are positive semi-definite, then QCP relaxation is convex • MIQCPs with positive semi-definite can be solved by Gurobi since version 5. set nonconvex parameter to 2 May 9, 2024 · Objective function contains Logarithmic and min function, constraint contains second-order cone, when using Yalmap+Gurobi+Matlab solves such problem, results display: Solver not applicable (gurobi Nov 13, 2025 · A few API functions (gurobi_feasrelax and gurobi_relax) also return models. Can anyone tell me how to check in Gurobi why this formulation is Non-Convex? there is a way to convert this in a convex problem? Here, you can find the code to reproduce the 6 days ago · Quadratic constraints are often much more challenging to satisfy than linear constraints, so tightening the parameter may increase runtimes dramatically. While each has a clean mathematical definition, linear and integer programming aren’t performed in exact arithmetic, so computed results can sometimes deviate from these clean definitions. We would like to show you a description here but the site won’t allow us. 0. For example, take the scalar case where Q = 1 (positive definite) and the quadratic equation is \begin {equation*} x^T (1)x = 9 \\ \Rightarrow x^2 = 9 \end {equation*} The feasible set, in this case, is {-3,3}. Note that all vector fields within the model variable must be dense vectors except for the linear part of the quadratic constraints and INDICATOR general constraints, all matrix fields must be sparse matrices, and all strings, names, etc. By abuse of terminology, we refer to nonlinear constraints as those constraints that involve nonlinear functions such as logarithm, exponential, sine, cosine, … You can express those relationships in Gurobi with nonlinear constraints. QCQP can be solved using the combination of quadprog () and fmincon () as described in the following: Hi, I'm trying to solve a class of optimization problems with quadratic objective function but also with some quadratic constraints with the form r (x) * s (x) <= twhere r and s are lineal function and t is a constant. , NLobjective and NLconstraint). Jan 14, 2020 · More Details on Bilinear Transformation For each term 70 7 0 in a non-convex quadratic constraint: If 7 and/or 0 are fixed, move to linear part or right hand side of constraint; Else if = and 7 is binary, replace 7 by 7 and move term to linear part of constraint; Else if 7 or 0 is binary, introduce 70 ≔ 7 0, move 70 7 0 = 70 70 to linear part Jun 2, 2021 · A quadratic equality constraint, as you suggested, always takes to a non-convex feasible set (with appropriate hypothesis, clearly holding in this case). GurobiError(10020, "Q matrix is not positive semi-definite (PSD). This section discusses the use of and restrictions on these basic building blocks. e hi When I try to solve a model with bilinear terms in the constraints, in the form X*Y where X is sign-free and Y in bounded, I get the I am currently facing the problem of gurobi does not support signomial constraints. = ≤ 0 ≥ 0 Here: One single quadratic constraint In general: Can have arbitrarily many such constraints In general: Can have a quadratic objective, too Apr 17, 2024 · Hello, Can Gurobi handle quadratic equality constraints? For example if one of my optimization variables is 'x', can my model have a constraint 'ax^2 + bx + c == 0'? Thank you, Samuel 6 days ago · Modeling Components # The lowest-level building blocks for Gurobi models are variables, constraints, and objectives. 0+ supports general non-convex quadratic constraints and objective functions, including bilinear and quadratic equality constraints. 6 days ago · The following list contains the set of constants needed by the Gurobi . , GRB. prefix (e. The quadratic Add a quadratic constraint In addition to affine functions, JuMP also supports constraints with quadratic terms. must be char arrays. Instead, all constraints must be either non-strict inequality constraints like \ ( x \leq a \) or equality constraints like \ ( x = a \). For my thesis i need to solve a mixed integer quadratic problem (MIQP) with quadratic constraints using Gurobi. Is the solution guaranteed to be globally optimal? If not, where can I see the gap? Jan 21, 2019 · Calling Gurobi 7. OPTIMAL). 407-427. Dec 3, 2024 · 第二 非线性问题会有下面的问题出现 Quadratic equality constraints are non-convex. There are both theoretical and practical reasons why strict inequality constraints cannot be used in mathematical models: Strict inequality constraints define open sets, not closed sets. gurobipy. Mar 27, 2017 · This answer was too long for a comment. Therefore, the best option is to reformulate your model into such a standard form. Gurobi can handle both convex and non-convex quadratic constraints. Namely, will there be any benefit telling JuMP the problem is Convex Quadratic Program? In this case, no. The only solver currently supported by AIMMS that can handle these kind of constraints is the (global nonlinear) solver BARON. 06*G1**2) + y2* (350 + 2*G2 + 0. NET, or through the e. Try the following where I used the parameter's name to set the value: m->set("NonConvex", "2. 3 build v9. Here are the types of constraints that Gurobi Optimizer can solve. As we will see, MPC problems can be formulated in various ways in YALMIP. Nov 30, 2024 · Solver not applicable (cplex does not support nonconvex quadratic constraints)怎么办呀？ 原创 于 2024-11-30 21:15:24 发布 · 1k 阅读 MIP models with quadratic constraints are called Mixed Integer Quadratically Constrained Programming (MIQCP) problems. GurobiError: Constraint Q not PSD (diagonal adjustment of 2. What Is Quadratic Optimization? Quadratic optimization models are useful in scenarios where the objective function is quadratic and the constraints are linear. With this parameter setting, Gurobi solves non-convex quadratic problems by translating them into bilinear form, then applying spatial branching. Mar 2, 2023 · first of all i'm new to gurobi with python. Among the constraints of the problem, the pr Solves the following optimization problem: with optional equality constraints and integer variables in x. message attribute on the GurobiError object in Python. g. For this reason, Gurobi will not be able to solve your problem. 3rc0 (win64) Optimize a model with 63 rows, 30 columns and 109 nonzeros Model fingerprint: 0xa09758e5 Coefficient statistics: Matrix range [4e-01, 1e+00] Objective range [1e+00, 2e+00] Bounds range [0e+00, 0e+00] RHS range [1e Equality constrained quadratic minimization f (x) = (1/2)xTPx + qTx + r, P ∈ Sn + ∇f (x) = Px + q Aug 6, 2025 · I have a non-convex quadratic program, is there a solver I can use? I have quadratic equality constraints, is there a solver I can use? Error: Mircrosoft Visual C++ 14. , 2000 variables, 2000 linear constraints, and 200 variables if quadratic terms are present. 52: 606489 variables, 403174 equality constraints Gurobi optimizer, licensed to CVX for CVX Academic license - for non-commercial use only Optimize a model with 403174 rows, 606489 columns and 1602254662 nonzeros Model has 46626 quadratic constraints Coefficient statistics: Matrix range [4e-07, 1e+00] QMatrix range [1e+00, 1e+00] 3 days ago · When solving linear and quadratic programming problems, we recommend that you check final primal and dual constraint violations. May 21, 2024 · but the result says like "Warning: Solver not applicable (gurobi)". Jul 3, 2015 · I can‘t solve the problem with binary variable，I have tried gurobi&mosek，but they failed，what solver can I use？ thanks cvx_begin variable x (m,n) binary; variable y (m,n) nonnegative; variable z (m) binary; maxi… 1 Introduction Quadratic Programs (QPs), as a fundamental class of constrained optimization problems, find widespread applications across diverse domains, ranging from finance and engineering to machine learning. If some of the variables are integers, then mixed-integer quadratic programming (MIQP) can be used to find a solution. Quadratic equality constraints are non-convex: x^2 destroys the convexity Ongoing Hussein Sharadga 3 years ago Edited Gurobi 9. I assumed to define a nonlinear constraint or objective, I should be using @NLconstraint; however, I get the following error: ERROR: The solver does not support nonlinear problems (i. This nonlinear expression can contain a variety of nonlinear operations, in Warning for adding constraints: zero or small (< 1e-13) coefficients, ignored Gurobi Optimizer version 9. Mar 24, 2021 · gurobipy. In finance, a prominent example is portfolio optimization, where QPs are employed to allocate assets by optimizing the trade-ofbetween expected returns and risk exposure (Boyd et al Apr 28, 2025 · When identifying and decomposing the problem into several sub-problems, the LeapHybridCQMSolver, designed for constrained quadratic models, automatically implements an appropriate penalty term for the constraint with suitable Lagrangian multipliers. a bilinear expression, which then is used in the model creating nonconvex quadratic stuff. So, I have the constraints in the quadratic form like this: x^TQx <= y^2 and if x is considered as continuous, the Gurobi recognizes the constraint as convex and solves it appropriately. The whole idea is that you introduce W0 as a symmetric matrix with a psd constraint, and then remove (i. 0") Dec 18, 2021 · I get this error when I run the MWE code below. 0 onwardIn Gurobi 12. In such cases, equality constraints enforce continuity of the underlying dynamics equations at every grid node. NET interface. The aim is to maximize a quadratic objective function subject to specific constraints, leveraging Gurobi's capabilities for efficient optimization of nonlinear problems. Feb 1, 2022 · I'm using Gurobi and trying to set a constraint that two variables A, B are not equal model. User cuts and lazy constraints are similar but have some important differences. Set NonConvex parameter to 2 to solve model Apr 13, 2022 · In JuMP I’m having problems getting conflicting equality constraints when using small values using JuMP using Gurobi model = Model (Gurobi. However, it could happen that by scaling constraints or variables, some constraint coefficients become too small. I have an objective function obj and constraints cons, and I've plugged them into Yalmip Apr 29, 2024 · A conic quadratic constraints are considered convex if the variables are continuous, but is getting considered non-convex if the variables are binary. e. This is followed by one of more quadratic terms. Hence, there is no convex relaxation available for this problem. GurobiError: Q matrix is not positive semi-definite (PSD). When I run the program, Gurobi return with '' m. However, using MATLAB 2018b on another computer to call gurobi 9. Apr 1, 2024 · A practical example where these constraints arise is in the solution of mixed-integer optimal control problems (MIOCPs) via direct methods, such as direct collocation [53] or direct multiple shooting [7]. As a result, it may still be solved using the MIP algorithm. Mar 21, 2023 · The continuous variables are used in a series of quadratic expressions in the objective function. You can print the number of cuts and their types CPLEX only allows non-convex quadratics in the objective function, not in constraints, which CPLEX requires to be convex. 0") CSDN问答为您找到本人在用matlab通过yalmip调用gurobi求解混合整数规划问题时出现以下问题该怎样解决？相关问题答案，如果想了解更多关于本人在用matlab通过yalmip调用gurobi求解混合整数规划问题时出现以下问题该怎样解决？ matlab、有问必答 技术问题等相关问答，请访问CSDN问答。 Problem formulation with a quadratic constraint A Quadratically Constrained Program (QCP): . Mar 20, 2024 · I'm trying to solve QCQP and trying to generate a model using MATLAB. Gradient projection methods, which allow rapid changes in the active set, are most effective for QPs with only bound constraints. . 1 (Optimal Control) published by Bemporad, Morari 1999 Control of Systems Integrating logic, dynamics, and constraints, Automatica 35, p. PreQLinearize = 1: Linearize the nonconvex quadratic objective with new variable and constraints for each bilinear objective term Move from nonconvex MIQP to MILP Fairly strong MILP formulation Each bilinear term in the quadratic objective introduces one new variable and 1-3 additional linear constraints PreQLinearize = 2: Use Glover’s Mar 11, 2021 · For instance, the term $x^3$ can be made bilinear (quadratic), by introducing a new variable $y$, adding the constraint $y=x^2$, and rewriting $x^3$ as $xy$. May 13, 2024 · 同理，当约束条件非线性时，约束函数可能也是非凸的，会出现如下报错： gurobipy. Optimizer) @variable (model, x) a = 5e-5 b = 3e-3 @constraint (model, c1, x == 0)&hellip; 6 days ago · The message can be obtained through GRBgeterrormessage in C, through GRBException::getMessage() in C++, through the inherited getMessage() method on the GRBException class in Java, through the inherited Message property on the GRBException class in . You would refer to them using a GRB. I ran the script with preloaded data 'test1. Doesn't my code correctly express the constraints of the mathematical model? If so,how to solve it? 11. An OptimizationEquality object contains equalities and equality constraints in terms of OptimizationVariable objects or OptimizationExpression objects. Active set methods can be applied to both convex and nonconvex problems. 7k次，点赞10次，收藏9次。作者在尝试复现《考虑阶梯式碳交易机制与电制氢的综合能源系统热电优化》论文时，遇到Gurobi和Cplex求解器不支持符号约束的问题。通过拆分热电比约束，解决了报错，但发现添加约束后热电比固定。文章探讨了优化工具在处理复杂约束下的应用挑战。 Aug 6, 2013 · The objective function is quadratic with four variables, and one quadratic equality constraint. To solve your model using Gurobi Optimizer, you must transform your constraints into one of these forms, such as quadratic inequality constraints. Nov 27, 2022 · Hi, I am new to yalmip, I am trying to use yalmip to solve a problem with sos constraints using mosek backend, but it failed. Quadratic equality constraints are non-convex: x^2 destroys the convexity Ongoing Hussein Sharadga 3 years ago Edited Problem formulation with a quadratic constraint A Quadratically Constrained Program (QCP): . Let's say you have a term $x^2w$. Jan 28, 2024 · 2. To resolve this issue, set the NonConvex parameter to 2 (the default setting for this parameter in Gurobi 11. 0 handle such constraint? Is the constraint directly linearized before actual solving? If yes, how can I see the linearized format of that constraint? If no, what algorithm is used to handle the convex quadratic constraint? 3. Set Sep 27, 2017 · If your model has a quadratic constraint that should be satisfied by equality, then the feasible space (disregarding integrality) is no longer convex. Jun 24, 2020 · 文章浏览阅读1w次。本文详细介绍了在Yalmip中如何定义对称矩阵，并提供了具体的代码示例。通过修改变量定义参数，可以轻松地从默认的对称矩阵转换到实矩阵。 CSDN桌面端登录世界上第一个鼠标诞生 1970 年 11 月 17 日，世界上第一个鼠标诞生。为了替代烦琐的键盘指令，简化计算机操作，道格拉斯·恩格尔巴特设计了首个鼠标，并申请了专利。你很难想象，它是个机械鼠标，外形是小木头盒子，跟计算机交互的原理是由盒子底部的小球带动枢轴转动。 3404 A comparison of MATLAB's Optimization Toolbox and Gurobi's Python interface for linear, integer, and quadratic programming. For example: obj_fn = y1* (200 + 20*G1 + 0. sqrt (VAR)) 文章浏览阅读900次。文章讲述了在使用GUROBI优化器时遇到的错误，因为某个约束不被支持。作者提到需要将该约束拆分为两个以适应GUROBI，以解决编程中的问题。 Apr 7, 2025 · CSDN问答为您找到Gurobi在MATLAB中如何添加非线性约束时出现错误？相关问题答案，如果想了解更多关于Gurobi在MATLAB中如何添加非线性约束时出现错误？ 青少年编程 技术问题等相关问答，请访问CSDN问答。 May 28, 2022 · Assume that you define your model as m. Non-convex models are typically harder to solve than convex models. To study mixed integer quadratic programms (MIQP) with gurobi, i'm currently trying to implement an MIQP Problem based on Example 4. Having to deal with non-convex solution spaces is much more difficult. 0 is already almost equivalent to 2). Jul 3, 2015 · I can‘t solve the problem with binary variable，I have tried gurobi&mosek，but they failed，what solver can I use？ thanks cvx_begin variable x (m,n) binary; variable y (m,n) nonnegative; variable z (m) binary; maxi… Gurobi 12. . *** Activate nonconvex bilinear solver with Gurobi option nonConvex=2. So, basically the May 21, 2024 · but the result says like "Warning: Solver not applicable (gurobi)". Duality theory states that, if your solution is primal feasible, dual feasible, and complementary, then you have an optimal solution. Aug 16, 2022 · In practice we find that if you have several non-convex quadratic constraints, Gurobi will be quite slow. Nov 29, 2023 · Solver not applicable (gurobi does not support signomial constraints) ``` 这表示模型中存在 Gurobi 不支持的符号项结构。 这种情况下， Gurobi 无法自动处理包含多个变量相乘或除法的非线性项。 When I applied gurobi in matlab, it finally told me "gurobi does not support signomial equality constraints". Aug 12, 2020 · ERROR: LoadError: Gurobi. Refer to the TempConstr documentation for more information on all of the different constraint types that can be added. It's hard to know what exactly those solvers are doing, but for LP relaxation they use simplex which will on the contrary firstly transform you problem to a standard from where all constraints are equalities (actually depends, but generally that's it). The As I understand it, both models containt quadratic equality constraints, and their corresponding matrices do not seem to be semi positive-definite. You can query the number of quadratic terms in the expression using the size method. In this case, Gurobi supports arbitrary quadratic objectives (including non-convex), so there is no need to analyze or reformulate it. quadprog () solves QP problems, but you are defining a QCQP problem. Dec 5, 2022 · I just wanted to confirm if this is the right way to solve a nonconvex problem with bilinear terms (continuous times continuous variables) using Gurobi. 1 solver using matlab2019a, the report says Warning: Solver not applicable (gurobi). The idea in (lowest-order) semidefinite relaxations is that you express the model in y y' and then replace that with a matrix Y with the constraint that Y >=0 and Y has rank 1, and then you drop the rank Jul 26, 2024 · 不等式左边全部都是常量，右边为自定义变量；求解 模型，出现上述报错； 将等式左边的某一个常量换成变量，报错消失；因此锁定报错原因应该是这个 约束的写法与GUROBI的语法规则冲突了。 解决方案来自官方论坛： Constraint has no bool value (are you trying "lb <= expr <= ub"?) – Gurobi Help Center 造成错误的 Apr 4, 2020 · Matlab + yalmip toolbox, when calling cplex or mosek to solve the optimization problem, the result is always wrong: Warning: Solver not applicable (mosek), Warning: Solver not applicable (cplex), I Feb 16, 2015 · I need your help. May 9, 2021 · Yes, Gurobi can handle quadratic constraints. None of the linear solvers in AIMMS (CPLEX, Gurobi, Mosek) can handle quadratic equality constraints. mat' (attached also), however it said Jun 29, 2025 · 在使用Gurobi求解含有二次约束（Quadratic Constraints）的优化模型时，用户可能会遇到警告信息：“Q constraint has no name, need to set NonConvex parameter”。该警告通常出现在模型中存在未命名的二次约束，且默认情况下Gurobi仅支持求解凸优化问题。 当模型中含有非凸二次约束时，若未显式为这些约束命名 Jul 3, 2021 · It also looks like you've misunderstood the whole idea with a semidefinite relaxation, as you introduce a quadratic inner product y y'. Jun 2, 2021 · Unfortunately (and luckily, at the same time) gurobi pre-resolves models and it was very frequently happening that the notorious quadratic constraint was being ignored during the actual resolution, due to the pre-resolution of the model. Gurobi tells you that you must set the NonConvex parameter to 2, see the Gurobi documentation. 将NonConvex参数设置为2以求解模型。 MWE： The model that you kindly sent us showed that the model indeed contains quadratic equality constraints. Each QCMATRIX block starts with a line that indicates the name of the associated quadratic constraint (starting in column 12 in fixed format). There should be one block for each quadratic constraint in the model. If you set the NonConvex parameter to 2, however, then Gurobi will accept arbitrary quadratic constraints and attempt to solve the resulting model. They are not required for the mode Nov 26, 2012 · I'm trying to get started with YALMIP, which is a Matlab interface to optimization solvers such as CPLEX. ") Product mode gives you a non-convex QCQP problem, which is passed to Gurobi. 01*G2**2) == 0 There are other constraints involved. 0, one can add a nonlinear constraint to set one variable equal to a nonlinear expression. How can I activate the Gurobi option nonConvex=2 in GAMS? Dec 24, 2021 · 其中 0 表示没有患有乳腺癌，1 _quadratic equality constraints are non-convex. User cuts help tighten the relaxation of a MIP by removing fractional solutions. This example shows how to solve an optimization problem that has a linear or quadratic objective and quadratic inequality constraints. Apr 23, 2017 · Hi; I need to have a squareroot of a decision variable which is also a function with absolute value. ungpr ysrlkn bbmyxksb ougti wmywkk klwyo thhc ootwuq hpm atw jygdjy mxvna ozkta iwmvzh gimyn