Oh, I see, thank you. No, I'm modifying my code to use JuMP, but I think I see now how to do it directly.
On Sunday, January 18, 2015 at 12:44:29 AM UTC-5, Micah McClimans wrote: > > JuMP however is very easy to modify my problem to- I think I'll use that > solution. Thanks. > > On Saturday, January 17, 2015 at 11:49:29 PM UTC-5, Micah McClimans wrote: >> >> Thank you, however I've read those very sections thoroughly, and as far >> as I can tell adding QP variables is distinct from adding linear integer >> variables. There is no clear explanation of how to force QP variables to be >> integers. >> >> On Saturday, January 17, 2015 at 7:43:09 PM UTC-5, Joey Huchette wrote: >>> >>> Hey Micah, >>> This is definitely possible, provided your quadratic constraints are >>> convex or second-order cone representable. See this section >>> <https://github.com/JuliaOpt/Gurobi.jl#quadratic-programming-examples> >>> of the readme for how to set up a QP, and this section >>> <https://github.com/JuliaOpt/Gurobi.jl#mixed-integer-programming> for >>> how to specify integer variables. Also check out our modeling package >>> JuMP <https://github.com/JuliaOpt/JuMP.jl> for an algebraic modeling >>> language that I’d recommend using over the lower-level Gurobi interface >>> directly. >>> >>> Also, there’s a julia-opt mailing list >>> <https://groups.google.com/forum/#!forum/julia-opt> we’ve set up for >>> these types of questions related to optimization in Julia. >>> >>> On Saturday, January 17, 2015 at 6:19:59 PM UTC-5, Micah McClimans wrote: >>> >>> I'm trying to figure out how to set up a Mixed Integer Quadratic Program >>>> in Gurobi through Julia, and I'm not seeing how to do it. I'm not seeing >>>> anything in the source code that even suggests that it can be done, but >>>> since I can't see anything in the Gurobi docs explaining how to do it >>>> either, I could very well be missing something important. I'd like to >>>> avoid >>>> actually modifying the Gurobi package, since I could easily screw >>>> something >>>> up, but if MIQP can't be done in Gurobi/Julia, I suppose I would. >>>> >>> >>> >>
