I’ve been trying for a few days to add the following constraint in jump:
@NLconstraint(mod, R[i,j,h]^2 + T[i,j,h]^2 - 2*u_ijk[i,i,j,h]*u_ijk[j,j,i,h]<=0)
I tried every academic solver, but none is able to recognize that it is a rotated cone constraint.
I found ways to declare second order cone constraints (not rotated) that should work with pajarito and Gurobi, yet I didn’t manage to put my constraint in the required form.
Is there a solver that supports this kind of constraints or a standard procedure to reformulate it? having more than 100 of those constraints the difference between a NLconstraint and a conic one is huge (and atm nlsolvers are giving me suboptimal solutions).
Thanks for the help