How large a MISDP problem can be solved in GAMS?

Problems with modeling
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jhuang54
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How large a MISDP problem can be solved in GAMS?

Post by jhuang54 » 1 month ago

Hi,

I want to solve a mix integer semi-definite programming problem. I have 2 questions as follows.

(1) Can GAMS solve a mix integer semi-definite programming problem?

(2) How large a MISDP problem can be solved in GAMS? For example, I choose the optimal strategy to install n meters on m nodes. How large n and m can be?

Thanks,
Jianqiao Huang

Fred
Posts: 151
Joined: 2 years ago

Re: How large a MISDP problem can be solved in GAMS?

Post by Fred » 1 month ago

Hi,

Currently non-of the connected can solve MISDPs. Mosek can solver SDPs (see https://www.gams.com/latest/docs/S_MOSE ... TE_PROGRAM) but not MISDPs.

Regards,
Fred

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