Decision Optimization

Decision Optimization

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  • 1.  Solver of quadratic programming

    Posted Tue March 25, 2014 07:59 AM

    Originally posted by: Liebe


    I have a question with the solver of quadratic programming in CEPLEX.

    Which solver or algorithm is used for quadratic programming?

    For example, the algorithm for mixed integer programming is "Branch and Cut Algorithm" or "Brand and Bound Algorithm"

    Thanks a lot.


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    #DecisionOptimization


  • 2.  Re: Solver of quadratic programming

    Posted Tue March 25, 2014 09:31 AM

    I suggest you take a look at this chapter in the user manual. It gives details about QPs in CPLEX.

    For continuous QP CPLEX can use different algorithms (such as quadratic simplex, barrier, ...) and you can configure what you want CPLEX to use.

    If integer variables are involved then CPLEX will do branch and bound as for regular MIP. The only difference is that the relaxations at the nodes are then solve as QPs rather than LPs.


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    #DecisionOptimization