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SDP and SOCP modelling?

  • June 29, 2023
  • 1 reply
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G

Hi there,

I´d like to know if SDP and SOCP formulations are supported by AIMMS?, I have not found any reference in the modelling manual nor any examples of that.

Thanks in advance. 🙂

Best answer by Marcel Hunting

Hi @GregorioHG. AIMMS does not support SDP. AIMMS supports SOCP as a special case of models with quadratic constraints (QCP/MIQCP). The following second-order cone constraints are supported:

x'Qx <= y² where y >= 0 and Q is PSD

x'Qx <= yz where y >= 0, z >= 0, and Q is PSD

SOCP is supported by the solvers CPLEX and Gurobi.

1 reply

Marcel Hunting
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  • Marcel Hunting
  • AIMMSian
  • 258 replies
  • Answer
  • June 29, 2023

Hi @GregorioHG. AIMMS does not support SDP. AIMMS supports SOCP as a special case of models with quadratic constraints (QCP/MIQCP). The following second-order cone constraints are supported:

x'Qx <= y² where y >= 0 and Q is PSD

x'Qx <= yz where y >= 0, z >= 0, and Q is PSD

SOCP is supported by the solvers CPLEX and Gurobi.

Marcel - AIMMS Optimization Specialist


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