Extending a CIP framework to solve MIQCPs

@inproceedings{Berthold2010ExtendingAC,
  title={Extending a CIP framework to solve MIQCPs},
  author={Timo Berthold and Stefan Heinz and Stefan Vigerske},
  year={2010}
}
This paper discusses how to build a solver for mixed integer quadratically constrained programs (MIQCPs) by extending a framework for constraint integer programming (CIP). The advantage of this approach is that we can utilize the full power of advanced MILP and CP technologies, in particular for the linear relaxation and the discrete components of the problem. We use an outer approximation generated by linearization of convex constraints and linear underestimation of nonconvex constraints to… CONTINUE READING
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Branching and 16 Timo Berthold

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  • Stefan Heinz, and Stefan Vigerske bounds…
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Highly Influential
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The MOSEK optimization tools manual

  • MOSEK Corporation
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