SolutionStrategyMIQCQP
Direct MIQCQP solver for convex quadratic problems
Direct MIQCQP solver for convex quadratic problems
Bypasses ESH for problems solvable by CPLEX/Gurobi MIQCQP.
SolutionStrategyMIQCQP Class:
- initializeStrategy(): Configure for direct MIQCQP solve
- solveProblem(): Single solver call, no outer approximation
Use Case:
- Convex MIQCQP (quadratic constraints, convex)
- CPLEX and Gurobi support convex QCQP natively
- Faster than iterative linearization for small problems
Problem Classification:
- All constraints must be convex quadratic
- Solver must support QCQP (supportsQuadraticConstraints)
Algorithm
Direct MIQCQP branch-and-bound
See Also
- SolutionStrategyMultiTree.h for general MINLP
Source
Header file: `src/SolutionStrategy/SolutionStrategyMIQCQP.h`