binary variable x;
e.. z =e= sqr(x);
solve m minimizing z using miqcp;
Results with GAMS 22.7:
- Cplex, SBB, DICOPT,COINBONMIN,BARON: OK
- Xpress: GAMS link does not implement MIQCP (Xpress has MIQP capability I believe)
- MOSEK: crashes
We'll check what happens with upcoming 22.8 version.