Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.


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  • 1.  about solving Mix integer quadratic constrained programming (MIQCP)

    Posted 02/26/13 04:24 AM

    Originally posted by: SystemAdmin


    Hi, everyone!
    Does someone know answer to the following question:
    Can Cplex guarantee solving MIQCP to its global optimal solution?
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: about solving Mix integer quadratic constrained programming (MIQCP)

    Posted 02/26/13 05:32 PM

    Originally posted by: SystemAdmin


    CPLEX only solves convex MIQCP problems so by definition this will be the global optimum, assuming perfect arithmetic. CPLEX will try to convexify a MIQCP and if successful, will then solve it. More info here: http://pic.dhe.ibm.com/infocenter/cosinfoc/v12r5/topic/ilog.odms.cplex.help/CPLEX/Parameters/topics/QPmakePSDInd.html

    CPLEX can solve non-convex QPs, but the solution only satisfies first-order conditions.

    --Mary
    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: about solving Mix integer quadratic constrained programming (MIQCP)

    Posted 02/26/13 09:26 PM

    Originally posted by: SystemAdmin


    Mary， thank u so much！
    #CPLEXOptimizers
    #DecisionOptimization


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