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Mar 31 '20 at 13:27 comment added tcokyasar @DanielJunglas, I see that CPLEX is not really user-friendly. Coding a 1/x non-linearity should not be this complicated. Doing it in Gurobi took me no time. In particular, which one of these examples best fit into my problem? Does it matter which example is followed?
Mar 31 '20 at 13:10 comment added Daniel Junglas In case you want to use the CPLEX Python API (not docplex) then you can find examples for this in the distribution in files qcpex1.py, qcpdual.py, socpex1.py. They illustrate how to submit constraints that involve products of variables. At the API level, CPLEX does not distinguish between second order cone constraints, rotated cone constraints, or general quadratic constraints. The former are just special cases to the former. At the API level everything is a quadratic constraint to CPLEX (same for docplex).
Mar 31 '20 at 1:45 comment added Oguz Toragay You can still use your CPLEX license with DOcplex. There is an example of SOCP in the documents of CPLEX for python named "socpex1.py" it may help you.
Mar 31 '20 at 1:16 comment added tcokyasar I thought Cplex was working in Python. But, all my search navigated me to Docplex. We have a Cplex license and don't want to invest in another one, like Mosek. Here [or.stackexchange.com/questions/3745/… ], Mark mentioned that Cplex can handle it. But, I couldn't find any example problem implementing such similar problem. Would changing the programming language to C++ help to solve this with Cplex?
Mar 31 '20 at 0:39 history answered Oguz Toragay CC BY-SA 4.0