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MIQCQP

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Mixed-Integer Quadratically Constrained
Quadratic Problems (MIQCQP)

$\mathbf{\frac{1}{2} x^T Hx + f^T x \rightarrow min}$

subjected to

$\mathbf{lb \le x \le ub}$

$\mathbf{A x \le b}$

$\mathbf{A_{eq} x = b_{eq}}$

$\mathbf{\forall i = 0...I: \frac{1}{2}x^T Q_i x + p_i ^T x + s_i \le 0 }$

$\mathbf{\forall j \in intVars: x_j \in N}$

Available MIQCQP solvers: currently only cplex (license: commercial / full version free for educational / free 90-days trial with limitations nVars/nConstraints up to 500).
FuturePlans: Bonmin, Couenne (license: CPL), maybe GUROBI (commercial)

See also: QP, QCQP, MIQP, SOCP, SDP

Retrieved from "http://openopt.org/MIQCQP"