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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"
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