How to convert quadratic to linear program?

Models in this form are actually called bilinear optimization problems. The typical approach to linearizing bilinear terms is through something called the McCormick envelope. Consider variables x and y, where you want x*y in the objective of your maximization problem. If we assume x and y are bounded by xL <= x <= xU and … Read more

mathematical optimization library for Java — free or open source recommendations? [closed]

A good answer is dependent on what you mean by “convex” and “more general” If you are trying to solve large or challenging linear or convex-quadratic optimization problems (especially with a discrete component to them), then it’s hard to beat the main commercial solvers, gurobi, cplex and Dash unless money is a big issue for … Read more