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pyomogurobinon-convex

Can Pyomo solve non-convex MIQCP (bilinear problems) using Gurobi?


I want to model an optimization problem that contains quite some bilinear terms. As such, I want to make use of the functionality of Gurobi 9.0 to solve bilinear problems. Clearly, I can use the GurobiPy API. However, I might want to compare other solvers (like BARON). So, I wonder whether it is possible to use Pyomo to formulate the problem and then solve it using Gurobi? Will there be any problems?


Solution

  • As far as I can tell, there should not be a problem. The same Gurobi solver will be used. Your problem will just be modelled in a somewhat different syntax (PYOMO) which is easily portable for solving with a wider range of solvers.

    If still in doubt, I suggest you try a very simple problem with a bilinear term.

    Note however that BARON requires a commercial license unlike Gurobi which offers free academic licenses.

    Best of luck!