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