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.
Author: | Timo BertholdORCiD, Ambros GleixnerORCiD, Stefan Heinz, Stefan Vigerske |
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Document Type: | Article |
Parent Title (English): | Numerical Algebra, Control and Optimization |
Volume: | 2 |
Issue: | 4 |
First Page: | 739 |
Last Page: | 748 |
Year of first publication: | 2012 |
Preprint: | urn:nbn:de:0297-zib-17754 |
DOI: | https://doi.org/10.3934/naco.2012.2.739 |