## Search found 10 matches

6 hours ago
Forum: Syntax
Topic: Query in Scenario reduction
Replies: 2
Views: 700

### Re: Query in Scenario reduction

Hi,

I did not get any response from the team.
2 weeks ago
Forum: Modeling
Topic: Problem with second order cone constraint
Replies: 1
Views: 130

### Problem with second order cone constraint

Hi,
image.png (2.98 KiB) Viewed 130 times
I wrote the above SOCP constraint as below

cons_cone(i).. sqrt{sqr[x1(i)]} =l= x2(i);

But it is detecting as a nonlinear constraint with MOSEK/CPLEX solvers. What is the problem with it?

Regards,
Vemalaiah
4 months ago
Forum: Syntax
Topic: Query in Scenario reduction
Replies: 2
Views: 700

### Query in Scenario reduction

Dear sir/ma'am, I am Kasi, pursuing PhD in IIT Roorkee, India. I have generated 1000 scenarios using norm pdf in GAMS. PFA for GAMS studio file. I want to reduce generated 1000 scenarios to 50 scenarios using the SCENRED2 tool in GAMS. These reduced scenarios will be used for stochastic programming....
6 months ago
Forum: Solvers
Topic: Parallel processing with CPLEX
Replies: 3
Views: 844

### Re: Parallel processing with CPLEX

Thank you so much.
6 months ago
Forum: Solvers
Topic: Parallel processing with CPLEX
Replies: 3
Views: 844

### Parallel processing with CPLEX

Dear Experts and Colleagues, I formulated my optimization problem as MISOCP and trying to solve with CPLEX solver. The following snapshot gives an idea about the optimization problem regarding no of variables and constraints. image.png After running the problem, it is not converging to default the o...
7 months ago
Forum: Solvers
Topic: Not convex with MOSEK solver
Replies: 7
Views: 1265

### Re: Not convex with MOSEK solver

As I said before, MOSEK is strict for what it expects as SOCP constraints. The definition of the various SOCPs can be found e.g. here: https://www.gams.com/latest/docs/UG_LanguageFeatures.html#UG_LanguageFeatures_ConicProgramming_Intro. So you have a rotated quadratic cone for MOSEK you can't have ...
7 months ago
Forum: Solvers
Topic: Not convex with MOSEK solver
Replies: 7
Views: 1265

### Re: Not convex with MOSEK solver

Thank you bussieck. It's working now.
7 months ago
Forum: Solvers
Topic: Not convex with MOSEK solver
Replies: 7
Views: 1265

### Re: Not convex with MOSEK solver

Dear sir,

I am attaching my code. Please, help me.
.
7 months ago
Forum: Solvers
Topic: Not convex with MOSEK solver
Replies: 7
Views: 1265

### Re: Not convex with MOSEK solver

Mosek is pretty pure in terms of how your cones need to look like. Cplex and Gurobi try to transform your constraints and see if they can reformulate this into a convex cone. Without seeing the constraints/model it is hard to say, but the message from MOSEK about PSD indicates that MOSEK interprete...
7 months ago
Forum: Solvers
Topic: Not convex with MOSEK solver
Replies: 7
Views: 1265

### Not convex with MOSEK solver

Dear all, I am a beginner in the GAMS. My optimization problem is a Mixed Integer Cone Programming problem and trying to solve with the MOSEK solver. It is showing like below after running code MOSEK 32.2.0 rc62c018 Released Aug 26, 2020 WEI x86 64bit/MS Window M O S E K version 9.2.18 (Build date:...