Forum Discussion
Mixed-Integer Quadratically-Constrained Programming (MIQCP)
Hello, I would like to solve a MIQCP problem in Xpress Python Interface, but I cannot find the online document prescribing the noticeble points need to be pay attention prior to solving such type of...
Hi
This problem looks like a second order cone, assuming "sz+sum(i in Nz)( cz(i)*z(i) ) >= 0" holds?
https://www.fico.com/fico-xpress-optimization/docs/latest/solver/optimizer/HTML/chapter20090603104425_sec_sectionSOCP.html
The summary page to start from is
https://www.fico.com/fico-xpress-optimization/docs/latest/solver/optimizer/HTML/chapter20090603104425.html
The solver should in almost all cases be able to automatically reformulate the problem to the above form if the sign restriction can be validated from the problem.
Please note that Xpress does have general nonlinear capabilities as well; but this problem should solve as a standard problem if it is indeed a second order cone.