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...
Hello Zsolt,
Yes, "sz+sum(i in Nz)( cz(i)*z(i) )" in the right-hand side is always >=0, but "sx+sum(i in Nx)( cx(i)*x(i) )" and "sy+sum(i in Ny)( cy(i)*y(i) )" in the left-hand side are ∈(-∞,∞).
I have read the description of SOCPs in the link you posted, but I am not sure how the constraint in my problem could be reformulated into the described form.
Also, I have mutliple of such square constraint, is this possible?
Thanks!