Analyzing the computational impact of MIQCP solver components

Please always quote using this URN: urn:nbn:de:0297-zib-17754
  • 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 a linear relaxation to solve MIQCPs to global optimality. Our analysis is based on a set of 86 publicly available test instances.

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Author:Timo Berthold, Ambros M. Gleixner, Stefan Heinz, Stefan Vigerske
Document Type:ZIB-Report
Tag:branch-and-cut; global optimization; mixed-integer programming; mixed-integer quadratically constrained programming; nonconvex
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
Date of first Publication:2013/02/14
Series (Serial Number):ZIB-Report (13-08)
ISSN:1438-0064
Published in:Appeared in: Numerical Algebra, Control and Optimization vol. 2, no. 4 (2012) pp. 739-748
DOI:http://dx.doi.org/10.3934/naco.2012.2.739

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