mixed integer quadratic programming python in pyomo

Question

Can i get a complete example program in pyomo for optimizing quadratic objective functions with constraints with cplex solver? or an example for mixed integer quadratic programming python in pyomo

score 1 · Answer 1 · answered Jun 17 '19 at 15:58

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From the looks of it, this is more a pure pyomo question than one having anything to do with CPLEX. The closest I can find is example4.py (in the pyomo github). This pyomo example only has a quadratic objective function, but it looks like it should be straightforward to modify the constraint_rule method to include a quadratic constraint.

answered Jun 17 '19 at 15:58

rkersh

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OP might means how to convert CPLEX sparse constraints matrix that will be accepted by pyomo, including setting which variable is integer and whic is not. – Muhammad Yasirroni Sep 13 '21 at 04:22

score 0 · Answer 2 · answered Apr 25 '21 at 13:42

Yes, you can modify the model applying duality (Dual Theorem) so you will be able to get a linear objective function with a quadratic constraint. But if you are looking for a double quadratic model, i.e. a quadratic objective function with a quadratic constraint function, you should ensure that one of them is strictly concave and the other strictly convex in order to get only one solution.

Hope help

PS: sorry if I'm late.

mixed integer quadratic programming python in pyomo

2 Answers2