Decision Optimization

Decision Optimization

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  • 1.  three order constraint

    Posted 08/02/15 10:54 AM

    Originally posted by: vectormars


    Hi, I am dong a optimization with three order constraint

    x1*x2+x2*x2+x1*x1*x3<=100;

     

    However, it is unable to solve. I've heard there is a trick to deal with it.

    Can someone help me please?


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  • 2.  Re: three order constraint

    Posted 08/03/15 04:27 PM

    If some of the variables are binary (or at least integer), you may be able to linearize the left side. Otherwise, I suspect the best you'll be able to do with regard to reducing the degree is something like a McCormick linearization, which may be too coarse for your purposes.

    The left side of the constraint does not look convex to me, so you likely would be better off looking for a global NLP solver.

     


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