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On the computational impact of MIQCP solver components

Please always quote using this URN:urn:nbn:de:0296-matheon-9701
  • We provide a computational study of the performance of a state-of-the-art solver for nonconvex mixed-integer quadratically constrained programs (MIQCPs). Since successful general-purpose solvers for large problem classes necessarily comprise a variety of algorithmic techniques, we focus especially on the impact of the individual solver components. The solver SCIP used for the experiments implements a branch-and-cut algorithm based on linear outer approximation to solve MIQCPs to global optimality. Our analysis is based on a set of 86 publicly available test instances.

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Metadaten
Author:Timo Berthold, Ambros Gleixner, Stefan Heinz, Stefan Vigerske
URN:urn:nbn:de:0296-matheon-9701
Referee:Martin Grötschel
Document Type:Preprint, Research Center Matheon
Language:English
Date of first Publication:2012/01/15
Release Date:2012/01/15
Tag:MIQCP; mixed-integer quadratically constrained programming; nonconvex
Institute:Humboldt-Universität zu Berlin
Zuse Institute Berlin (ZIB)
MSC-Classification:90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C11 Mixed integer programming
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C26 Nonconvex programming, global optimization
90-XX OPERATIONS RESEARCH, MATHEMATICAL PROGRAMMING / 90Cxx Mathematical programming [See also 49Mxx, 65Kxx] / 90C30 Nonlinear programming
Preprint Number:851
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