How large a MISDP problem can be solved in GAMS?

GAMS
1

Hi,

I want to solve a mix integer semi-definite programming problem. I have 2 questions as follows.

(1) Can GAMS solve a mix integer semi-definite programming problem?

(2) How large a MISDP problem can be solved in GAMS? For example, I choose the optimal strategy to install n meters on m nodes. How large n and m can be?

Thanks,
Jianqiao Huang

2

Hi,

Currently non-of the connected can solve MISDPs. Mosek can solver SDPs (see https://www.gams.com/latest/docs/S_MOSEK.html#MOSEK_SEMIDEFINITE_PROGRAM) but not MISDPs.

Regards,
Fred