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.
| 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 |
