Analyzing the computational impact of MIQCP solver components

  • 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 GleixnerORCiD, Stefan Heinz, Stefan Vigerske
Document Type:Article
Parent Title (English):Numerical Algebra, Control and Optimization
First Page:739
Last Page:748
Year of first publication:2012