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XiongPengNUS / rsome

Robust Stochastic Optimization Made Easy
GNU General Public License v3.0
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how to multiply two decision variables? #13

Closed Stylite-Y closed 2 years ago

Stylite-Y commented 2 years ago

hello. I have a question about objective function, for nonlinear objective function, how to implement the multiplication of two decision variables, for example x = model.dvar(4) objfun = x[0] x[1] + x[2] x[3] this can not implemented by operator '*', but i don not find the multiply function similar to function rso.square()

chenzjames commented 2 years ago

In general, multiplying two decision variables would lead to a non-convex problem. If, in some special cases, the problem remains convex, then it may be possible to try the second-order cone, which is supported in RSOME.