On the computational impact of MIQCP solver components

Please always quote using this URN: urn:nbn:de:0297-zib-11998
  • 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 M. Gleixner, Stefan Heinz, Stefan Vigerske
Document Type:ZIB-Report
Tag:MIP; MIQCP; computational; mixed-integer quadratically constrained programming; nonconvex
MSC-Classification:65-XX NUMERICAL ANALYSIS / 65Kxx Mathematical programming, optimization and variational techniques / 65K05 Mathematical programming methods [See also 90Cxx]
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
CCS-Classification:G. Mathematics of Computing / G.4 MATHEMATICAL SOFTWARE
Date of first Publication:2011/03/16
Series (Serial Number):ZIB-Report (11-01)

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