I just started learning conic programming and writing codes in GAMS for that. I modified my convex minlp model into a conic constrained mip model, by transforming x^2<=y.z type hyperbolic inequalities into a quadratic cone, ||2x,y-z||<=y+z. And in GAMS I coded these cones as w =C= 2*x + v, where w = y+z(defined as nonnegative), v = y-z (defined as unrestricted). But I am not sure if these codes are correct, because I get infeasibility when I run it using MOSEK solver although I know that my original modelworks fine. Any ideas are welcome.

Is there a documentation except for MOSEK solver tutorial in GAMS (I already checked it) where I can learn how to do that?

–

To unsubscribe from this group and stop receiving emails from it, send an email to gamsworld+unsubscribe@googlegroups.com.

To post to this group, send email to gamsworld@googlegroups.com.

Visit this group at http://groups.google.com/group/gamsworld?hl=en.

For more options, visit https://groups.google.com/groups/opt_out.

\

I have experience coding the second order cone program with CPLEX. In Cplex Cone programs are coded as a part of quadratic constraint programs. There you can just simply write the simple notation and define the model as QCP or MIQCP in order to solve it.

For example: X^2+Y^2 wrote:

I just started learning conic programming and writing codes in GAMS for that. I modified my convex minlp model into a conic constrained mip model, by transforming x^2<=y.z type hyperbolic inequalities into a quadratic cone, ||2x,y-z||<=y+z. And in GAMS I coded these cones as w =C= 2*x + v, where w = y+z(defined as nonnegative), v = y-z (defined as unrestricted). But I am not sure if these codes are correct, because I get infeasibility when I run it using MOSEK solver although I know that my original modelworks fine. Any ideas are welcome.

Is there a documentation except for MOSEK solver tutorial in GAMS (I already checked it) where I can learn how to do that?

To unsubscribe from this group and stop receiving emails from it, send an email to gamsworld+unsubscribe@googlegroups.com.

To post to this group, send email to gamsworld@googlegroups.com.

Visit this group at http://groups.google.com/group/gamsworld?hl=en.

For more options, visit https://groups.google.com/groups/opt_out.

\