Re: [Help-glpk] solves for mixed-integer quadratic problems

[Erwin Kalvelagen]

Many of the commercial solvers can handle convex MIQPs and MIQCPs (e.g. Gurobi, Cplex, Mosek, Xpress). Some of them can do also some (restricted) classes of non-convex problems. For general non-convex quadratic problems see e.g. Glomiqo/Antigone, or global MINLP solvers such as Baron.

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Erwin Kalvelagen
Amsterdam Optimization Modeling Group
address@hidden
http://amsterdamoptimization.com
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On Wed, Apr 22, 2015 at 12:37 PM, usa usa <address@hidden> wrote:

Thanks for all your reply.

Can anybody recommand some effcient algorithms that can solve MIQCQP ?

It would be better if the algorithm has been implemented.

Any help would be appreciated.

Thanks

On Wed, Apr 22, 2015 at 10:46 AM, Erwin Kalvelagen <address@hidden> wrote:

CLP is for continuous problems. I am not sure if CBC supports MIQPs or MIQCPs.

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Erwin Kalvelagen
Amsterdam Optimization Modeling Group
address@hidden
http://amsterdamoptimization.com
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On Tue, Apr 21, 2015 at 3:39 PM, Heinrich Schuchardt <address@hidden> wrote:

Coin-OR CLP contains a quadratic solver
https://projects.coin-or.org/Clp

I have not used it myself.

Best regards

Heinrich Schuchardt

> On Sun, Apr 19, 2015 at 7:10 PM, usa usa <address@hidden

> <mailto:address@hidden>> wrote:
>
>     Hi,
>
>     I need to solve mixed-integer quadratic problems.
>
>     (1) the objective function is linear and constraints are quadratic
>     or
>     (2) the objective function is quadratic and constraints are linear,.
>
>     (3) the decision variables are binary integers.
>
>     I have searched some open sourced solvers but I cannot find the
>     source code.
>
>     I also need to call it from C# in VS 2013.
>
>     Could anyone recommand some open-source solvers ?
>
>     Any help would be appreciated.
>
>     Thanks