I have a classical problem of MIP,and the form is like:
minimize x1*(y1^2+y1+1)+x2*(y2^2+y2)
S.t. x1, x2 are binary
y1, y2 are normal variables which have upper and lower bounds
I use the Gurobi Solver, but it reported error:
can not solve the {convex}*{affine}.
The questions are:
- Does any Solver can solve this kind of problem?
- If not, how can I use the cvx combined with Gurobi to solve it, with the branch and bound method?
Thanks!