Timeline for Linearizing a quadratic function with more variables or not in Gurobi?
Current License: CC BY-SA 4.0
8 events
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| Apr 1, 2021 at 20:44 | comment | added | Nike Dattani | Bookmarked this question! I wrote a book on quadratization with and without adding auxiliary variables, and there's some related questions here: or.stackexchange.com/q/799/727, or.stackexchange.com/q/1380/727, or.stackexchange.com/a/2621/727. | |
| Apr 1, 2021 at 18:33 | comment | added | Amin | Thank you so much. In version 9, Gurobi can solve non-convex quadratic programming and it provides the optimal solution. | |
| Apr 1, 2021 at 12:43 | history | became hot network question | |||
| Apr 1, 2021 at 8:46 | comment | added | ktnr | It seems that $p_t$ and $z_t$ are both continuous variables? Gurobi cannot handle the product of continuous variables by default. | |
| Apr 1, 2021 at 8:39 | comment | added | ktnr | This is similar to a common problem in integrated energy (storage) scheduling and bidding literature, where quantitiy-price tuples must be determined simultaneously, see Mazzi, Kazempour, Pinson (2018). The focus is on the scenario-based stochastic formulation. | |
| Apr 1, 2021 at 6:47 | answer | added | Johan Löfberg | timeline score: 6 | |
| Apr 1, 2021 at 4:53 | history | edited | RobPratt |
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| Apr 1, 2021 at 4:41 | history | asked | Amin | CC BY-SA 4.0 |