I want to solve a MIQCP type problem which is written in GAMS and the JuMP version is generated using the convert function. A painpoint is that the generated JuMP file is not recognized as a MIQCP problem but a general MINLP one with some @NL constraints. That means I have to manually convert these NL constraints as like-linear ones then solve it with MIQCP solver like Gurobi. Is there a method to make this process seamless.
If it’s a MIQCP and doesn’t have any higher-order powers or other nonlinear functions, then it should be sufficient just to do a find-and-replace to convert the