Search found 10 matches

by Kasi Vemalaiah
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.
by Kasi Vemalaiah
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
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
by Kasi 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....
by Kasi Vemalaiah
6 months ago
Forum: Solvers
Topic: Parallel processing with CPLEX
Replies: 3
Views: 844

Re: Parallel processing with CPLEX

Thank you so much.
by Kasi Vemalaiah
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...
by Kasi Vemalaiah
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 ...
by Kasi Vemalaiah
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.
by Kasi Vemalaiah
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.
loadflow_33bus.gms
(4.51 KiB) Downloaded 63 times
.
by Kasi Vemalaiah
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...
by Kasi Vemalaiah
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:...