90C26 Nonconvex programming, global optimization
Filtern
Erscheinungsjahr
- 2013 (2) (entfernen)
Dokumenttyp
- ZIB-Report (2)
Sprache
- Englisch (2) (entfernen)
Volltext vorhanden
- ja (2)
Gehört zur Bibliographie
- nein (2)
Schlagworte
- global optimization (2) (entfernen)
Institut
- Mathematical Optimization (2) (entfernen)
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.
This is a technical report for the SCIP constraint handler cons_bivariate. We describe a cut-generation algorithm for a class of bivariate twice continuously differentiable functions with
fixed convexity behavior over a box.
Computational results comparing our cut-generation algorithms with
state-of-the-art global
optimization software on a series of randomly generated test instances are reported and discussed.