## Gurobi LP file syntax - gurobi

I try to use the GurobiTM Optimizer. Please find below my QP model :
The problems most commonly solved by the Gurobi Parallel Mixed Integer Programming solver are of the form:
Objective: minimize cT x
Constraints: A x = b (linear constraints)
l ≤ x ≤ u (bound constraints)
some or all xj must take integer values (integrality constraints)
Maximize
- x1 + .5 x2 + .5 x3 + x4 - x5 + .5 x6 + .5 x7 - x8
- .17 x1 * x2 + .66 * x1 * x3 + .66 x1 * x4
+ .56 x2 * x3 + .49 x2 * x4
- .17 x5 * x6 + .82 x5 * x7 + .66 x5 * x8
+ .16 x6 * x7 + .49 x6 * x8
Subject To
c1: x1 + x5 <=1
c2: x2 + x6 <=1,
c3: x3 + x7 <=1
c4: x4 + x8 <=1,
c5: x1 + x2 + x3 + x4 <= 2
c6: x5 + x6 + x7 + x8 <= 2
Bounds
0 <= x1 <= 1
0 <= x2 <= 1
0 <= x3 <= 1
0 <= x4 <= 1
0 <= x5 <= 1
0 <= x6 <= 1
0 <= x7 <= 1
0 <= x8 <= 1
Integers
PS PD JS JD AS AD MS MD
End
It seems that according to Gurobi Interactive Shell the syntax is not correct :
Error reading LP format file /.../toyproblem.lp at line 2
Malformed term in expression
Neighboring tokens: " - .17 x1 * x2 + .66 * x1 * "
Any idea ?
Thanks in advance for your help,
MM.

That's not a linear program (LP) - it's a quadratic program (QP) that isn't written in standard form. Additionally, it's very bad form to write a product of binary variables; you should introduce new binary variables to represent the logical condition. For example, replace w1 * w2 by a new variable z with constraints z <= w1, z <= w2, z >= w1 + w2 - 1.

The error was on the third line:
- .17 x1 * x2 + .66 * x1 * x3 + .66 x1 * x4
it should be:
- .17 x1 * x2 + .66 x1 * x3 + .66 x1 * x4 instead
For the record. Gurobi does handle QP and it calls it simplex... although we know it's not really simplex in the real sense. They used something called "active-set methods"
you may want to post questions in their google group. They answer within a day over there :)

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