Use Gurobi latest version (9.0.0) to solve optimization models with bilinear constraints

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Yafeng Wang

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Dec 17, 2019, 4:39:21 PM12/17/19

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Hi Prof. Löfberg,

Gurobi latest version (9.0.0) supports bilinear constraints, but optimization models with bilinear constraints constructed by YALMIP cannot be solved by gurobi 9.0.0 (it shows 'solver not applicable'). Will the next version YALMIP support this?

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Yafeng

Johan Löfberg

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Dec 18, 2019, 6:08:12 AM12/18/19

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Not sure. The current middle layer between YALMIP and Gurobi is based on a conic representation of the constraints, which has to be rewritten completely to use quadratic representations instead.

Yafeng Wang

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Dec 18, 2019, 1:29:34 PM12/18/19

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OK, got it. I will use gurobi interface directly to build the model then.

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