CVX Gurobi solving a MIP

Nonconvex
Mar 11, 2013
J

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:

  1. Does any Solver can solve this kind of problem?
  2. If not, how can I use the cvx combined with Gurobi to solve it, with the branch and bound method?

Thanks!

M

Please read the documentation on the disciplined convex programming ruleset. All CVX models, including those with integer/binary variables, must be constructed according to these rules. If you cannot rewrite your model in this form, CVX cannot solve it.