Can i get a complete example program in pyomo for optimizing quadratic objective functions with constraints with cplex solver? or an example for mixed integer quadratic programming python in pyomo
2 Answers
From the looks of it, this is more a pure pyomo question than one having anything to do with CPLEX. The closest I can find is example4.py (in the pyomo github). This pyomo example only has a quadratic objective function, but it looks like it should be straightforward to modify the constraint_rule method to include a quadratic constraint.
1 Comment
Muhammad Yasirroni
OP might means how to convert CPLEX sparse constraints matrix that will be accepted by pyomo, including setting which variable is integer and whic is not.
Yes, you can modify the model applying duality (Dual Theorem) so you will be able to get a linear objective function with a quadratic constraint. But if you are looking for a double quadratic model, i.e. a quadratic objective function with a quadratic constraint function, you should ensure that one of them is strictly concave and the other strictly convex in order to get only one solution.
Hope help
PS: sorry if I'm late.
