Saturday, July 11, 2009

GAMS: x**2 not allowed in QCP

> I have the the following model:

positive variable x;
free variable z;
equation obj;

obj.. z =e= x**2;
model m/all/;

solve m minimizing z using qcp;

> it is refused by GAMS.

I would consider that a bug. You can use any of the following alternative formulations:

z =e= x*x;
z =e= sqr(x);
z =e= power(x,2);