Option non-convex for GUROBI solver

[martinagherardi]

Hi,

I have a bilinear problem (MIBLP), given by a constraint in which there is a product of 2 continuous variables and I want to use the solver GUROBI.
Using the option

Option 'NonConvex'= 2;

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I obtain the following errors.

2 Identifier expected
250 Unknown option.

What am I doing wrong?
Thank you in advance

[Fred]

Hi,

This is a Gurobi option but not a GAMS option. Hence, it needs to be written into a solver options file.

I hope this helps!

Fred

[martinagherardi]

Thank you for your answer.

Unfortunatly, I obtain a similar error:

I found the name of the option here:
https://support.gurobi.com/hc/en-us/com ... -2-in-GAMs

[Fred]

Hi,

In the log snippet I see "Gurobi 6.5.0" which means that you are probably using GAMS 24.6 which is ~6 years old. Back then, this option did not yet exist. It is usually a good idea, to work with the documentation that matches your version.

Gurobi introduced the bilinear solver with version 9 that was part of GAMS 30 (released in 2020).

I hope this helps!

Fred

[martinagherardi]

Yes
I only have this old version of GUROBI and I didn't know about the recent update of GUROBI.
Since i can't use the solver, I have to linearize the bilinear terms

Thank you anyway for your help!