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ecboghiu
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Oct 2, 2023
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This adds functions that interface with Gurobi to solve quadratic programs, which are problems which in addition to linear constraints, contains constraints of the form$x^T Q x + Ax + b = 0$ . The quadratic constraints arising from linear programming relaxations of inflation are automatically passed on to the solver.
Note that for quadratic programs there is no notion of primal and dual programs, thus Gurobi only solves the primal form of the problem. For standard LP problems, it is envisioned that the user would use the MOSEK interpreter, which supports primal and dual, and for quadratic programs GUROBI.