MIxed Integer Quadratic Constraint quadratic programming

[Martin Voříšek]

Hi guys,

I'm new to optimization and using Gurobi with Matlab so I would really appreciate your help on these two issues:

1) I need to solve MIQCQ program and I need to set some variables as binary and some variables continuous/integer...In example on Gurobi site there is an example (http://www.gurobi.com/documentation/6.0/examples/mip1_m.html). But with this command they made all variables binary (model.vtype = 'B';) and I need only few of them to be binary. 

How can I solve that in Matlab using Gurobi? Thanks a lot for your answer

2) I have an equality constraint with quadratic elements involved. I have been reading about problem with its convexity and that it is not feasible (get status "info: 'Solver not applicable (gurobi)' ").

But I kinda need that constraint in my optimization model. How can I work this problem around, or make different approach giving the same result?

Thanks in advance, would be really great If you could help me.

Martin...

[Stephen]

Hello Martin,

You can explicitly specify the variable types in MATLAB. For instance if the first variable is binary(B), second variable is integer (I) and the third variable is continuous (C), you can write this in MATLAB environment as

model.vtype ='BIC'; 

Hopefully someone else can help out with your second question.