Using XPRESS for an MINLP problem

Hi,

I’m trying to solve a MINLP model using XPRESS, but it throws up this error:

Solve status: CapabilityError. The solver does not have the capability required by the model.

The only non-linearity is in the objective function where I am aiming to maximize Z = sum(gamma1)/sum(gamma2) where gamma1 and gamma2 are binary variables. What could be the cause of this error? A MILP formulation of this problem where Z = sum(gamma1) - sum(gamma2) solves very quickly using CPLEX.

Can you share the script or a boiled down version of it that still shows the symptom?

-Michael