It is possible to write quadratically constrained problems (and QPs in particular) in GAMS and solve them efficiently with solvers like Cplex, Gurobi. But the rules are somewhat ad-hoc and incoherent.
- GAMS will not extract a QCP when using the notation x**2 (for a rather obscure reason; this should probably be dealt with in a smarter way)
- GAMS will extract a QCP with the notation x*x or sqr(x) or power(x,2)
- But GAMS will again not allow power(x,1) or power(x,0) so we can’t write the following:
In forbidden cases you’ll get the poorly worded error message:
*** Could not load data from file: Detected 1 general nonlinear rows in model