Binary variables in Cone Constraints

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Archiver
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Binary variables in Cone Constraints

Post by Archiver »



Hi,

In an effort to boost myself to the #1 all-time poster on the gamsworld
google group, I'd like to ask another question. This time my question
is about the implementation of conic constraints in gams.

If I try to put a binary variable in a conic constraint, then gams
complains to the effect of...


**** Variables with =C= entries have to be continous
z(1)

**** Variables with =C= entries have to be continous
z(2)

and aborts.


Is this a feature or a bug? I do actually have a 'real' model that
requires binaries variables in cone constraints. Of course, I can work
around with w = z, and then put w in the cone constraints.
But Erling asked me to bring this to your attention.

Thanks for all your help.

Cheers,
-Jeff

Archiver
User
User
Posts: 7876
Joined: 7 years ago

Re: Binary variables in Cone Constraints

Post by Archiver »



Jeff,

When GAMS introduced cone constraints, MOSEK did not have the
capability of solving cone models with discrete variables. So GAMS
checked this and rejected such models. MOSEK evolved but the
restriction stayed. So at one time it was a feature, now I would
consider this as a bug. I will check this out and get back to you.

Michael

On May 8, 9:55 am, Jeff Linderoth wrote:
> > Hi,
> >
> > In an effort to boost myself to the #1 all-time poster on the gamsworld
> > google group, I'd like to ask another question. This time my question
> > is about the implementation of conic constraints in gams.
> >
> > If I try to put a binary variable in a conic constraint, then gams
> > complains to the effect of...
> >
> > **** Variables with =C= entries have to be continous
> > z(1)
> >
> > **** Variables with =C= entries have to be continous
> > z(2)
> >
> > and aborts.
> >
> > Is this a feature or a bug? I do actually have a 'real' model that
> > requires binaries variables in cone constraints. Of course, I can work
> > around with w = z, and then put w in the cone constraints.
> > But Erling asked me to bring this to your attention.
> >
> > Thanks for all your help.
> >
> > Cheers,
> > -Jeff
> > --
> > Jeff Linderoth
> > Assistant Professor
> > Dept. of Industrial and Systems Engineering
> > University of Wisconsin-Madison
> > O: 608-890-1931
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