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.
| Author: | Timo BertholdORCiD, Ambros GleixnerORCiD, 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) |
| ZIB-Reportnumber: | 11-01 |
