GUROBI9.0能够支持求解非凸NLP问题了(牛逼!) 看了下大致原理是将RLT松弛嵌套在一个分支定界算法中 相当于是一个不断紧凑的McCormick包络,等价于求解一个MIP问题(归根到底还是Gurobi的分支定界算法牛逼啊。。 YALMIP还没更新 不能直接调用Gurobi求解Nonconvex问题 不开熏 于是尝试YALMIP跟Gurobi直接编程相结合。。
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