[Bonmin] convexity
Stefan Vigerske
stefan at math.hu-berlin.de
Sat Jul 4 04:58:58 EDT 2009
Hi,
> I wonder if there is a tool in Bonmin to check if my problem is convex?
Not that I know.
But you said you have only one nonlinear quadratic constraint.
Since it is an equality constraint, it is nonconvex. This is a check I
think also Bonmin does.
> Sorry for the silly question: a MINLP is always nonconvex?
Depends on the definition of convexity ;-).
People often speak of a convex MINLP when the NLP-relaxation obtained by
relaxing all integrality constraints is a convex NLP.
Stefan
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