MIQCP with Gurobi/GAMS

[Bismark Singh]

Hi,

I am trying to solve a MIQCP with Gurobi on GAMS. I have only one quadratic constraint, and I cannot linearize it. What are some other ways to speed things up?

Example, I do not need dual solutions. The default option "qcpduals" is set to 1 to not compute duals. Yet, the output log shows "Solving KKT system to obtain QCP duals". What does this mean?
Example 2, CPLEX provides an option of choosing whether to solve QCP relaxations or LP relaxations for the subproblems, see here. Is there a Gurobi analogue?

What are some other GAMS/Gurobi options available for MIQCPs?

Thanks,

[Bismark Singh]

Update 1:

The GAMS/Gurobi page has a typo which was very misleading. 

http://gams.com/help/index.jsp?topic=%2Fgams.doc%2Fsolvers%2Fgurobi%2Findex.html

The default option "qcpduals" is to compute the duals. If you do not want to compute the KKt duals you should set the qcpdual to 0 - opposite of what the GAMS page says. 

[Sonja Mars]

Hi

Thanks for letting us know. This indeed looks like something went wrong in the description of that parameter. If you take a look at the Gurobi page for this parameter it shows the correct description: http://www.gurobi.com/documentation/6.5/refman/qcpdual.html#parameter:QCPDual

We will contact GAMS and ask them to update this.

Thanks and best regards,
Sonja

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Dr. Sonja Mars
Gurobi Optimization

[Sajjad Abedi]

Hi

I have the same problem, I want to use Gurobi to solve a MIP with Quadratic constraint. However, it cannot solve and says model is infeasible or unbounded.

I was wondering if you found a way to solve your problem?

Thanks

Sajjad

[Michael Winkler]

 Hi Sajjad,

please post your question in a new thread because this has nothing to do with Gurobi/Gams.

Best,

Michael