most recent 30 from http://mathoverflow.net 2013-06-19T19:07:29Z http://mathoverflow.net/feeds/user/26568 http://www.creativecommons.org/licenses/by-nc/2.5/rdf http://mathoverflow.net/questions/107355/product-of-variables-in-objective-function Guillermo 2012-09-17T02:39:47Z 2012-09-17T06:20:53Z

<p>Hi there,</p> <p>I'm looking for a solver that allows me to solve an optimization problem of the form min x1*x2*x3,...,xn subject to some linear constraints. I've used gurobi before, however I couldn't find the way to include products in the objective function as well as in constraints.</p> <p>Cheers</p> <p>Guillermo</p>