Originally posted by: SystemAdmin
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> My optimization problem has high-power variables, such as the fourth power of x (power(x,4)), both in obj and constraints. So can Cplex solve this kind of problem ?
In general, no.
> Or is there any way to transform the optimization to make it interpreted by Cplex expression.
I think that under certain circumstances you can substitute variables in a way that reduces all expression to quadratics of the correct form (second order cone constraints, I suppose). There is no general recipe for reformulating a model with higher-than-quadratic polynomials into something CPLEX is built to handle.
Paul
Mathematicians are like Frenchmen: whenever you say something to them, they translate it into their own language, and at once it is something entirely different. (Goethe)
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