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support non-convex quadratic objectives/constraints in gurobi #28

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merged 3 commits into from
May 1, 2023

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@tlambert03 tlambert03 commented Apr 11, 2023

closes #27

see https://www.gurobi.com/documentation/10.0/refman/nonconvex.html for relevant gurobi docs

@funkey ... while this "fixes" a crash out to the terminal with non-convex quadratic objectives, i'm not sure if we should be applying it all the time like this. let me know if you want to guard this behind some opt-in parameter setting method

edit: the crash is now fixed anyway with 037283e ... so this just adds potential support for non-convex solving now

@tlambert03 tlambert03 changed the title prevent crash on non-convex quadratic objective prevent crash on non-convex quadratic objective in gurobi Apr 11, 2023
@tlambert03 tlambert03 changed the title prevent crash on non-convex quadratic objective in gurobi prevent crash on non-convex quadratic objectives/constraints in gurobi Apr 11, 2023
@tlambert03 tlambert03 changed the title prevent crash on non-convex quadratic objectives/constraints in gurobi support non-convex quadratic objectives/constraints in gurobi Apr 11, 2023
@tlambert03 tlambert03 added the enhancement New feature or request label Apr 11, 2023
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funkey commented May 1, 2023

I think this is fine. Can't imagine a case where someone deliberately builds a non-convex objective and doesn't want it to be solved. My guess is that Gurobi's default is for backwards compatibility, where some code might rely on Gurobi complaining if the objective is non-convex.

@funkey funkey merged commit 5a2b221 into funkelab:main May 1, 2023
@tlambert03 tlambert03 deleted the quadratic-non-convex branch May 1, 2023 22:56
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abort trap in gurobi backend with non PSD matrix
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