Hi,
I have a bilinear problem (MIBLP), given by a constraint in which there is a product of 2 continuous variables and I want to use the solver GUROBI.
Using the option
Option ‘NonConvex’= 2;
I obtain the following errors.
2 Identifier expected
250 Unknown option.
What am I doing wrong?
Thank you in advance
Hi,
This is a Gurobi option but not a GAMS option. Hence, it needs to be written into a solver options file.
I hope this helps!
Fred
Thank you for your answer.
Unfortunatly, I obtain a similar error:
I found the name of the option here:
https://support.gurobi.com/hc/en-us/community/posts/360077888771-Add-Option-NonConvex-2-in-GAMs
Hi,
In the log snippet I see “Gurobi 6.5.0” which means that you are probably using GAMS 24.6 which is ~6 years old. Back then, this option did not yet exist. It is usually a good idea, to work with the documentation that matches your version.
Gurobi introduced the bilinear solver with version 9 that was part of GAMS 30 (released in 2020).
I hope this helps!
Fred
Yes
I only have this old version of GUROBI and I didn’t know about the recent update of GUROBI.
Since i can’t use the solver, I have to linearize the bilinear terms
Thank you anyway for your help!