'Quadratic objective function in Gurobi
I am building a model with a quadratic objective function. But I am having trouble on how to code it.
v is a matrix of coefficients.
This is the original objective:
x = m.addMVar(shape=n, vtype=GRB.BINARY, name="x") # binary var
m.setObjective(v @ x, GRB.MAXIMIZE)
And I need to transform it in : max [(v*x)^2] I tried this, but it gives an error:
x = m.addMVar(shape=n, vtype=GRB.BINARY, name="x") # binary var
m.setObjective(x @ v @ x, GRB.MAXIMIZE)
Could someone help me with this? Thank you!
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