[Scip] Bilinear Constraints

Stefan Heinz heinz at zib.de
Tue Nov 29 19:09:37 MET 2011


Hi Todd,

Just clear your final question. SCIP found the global optimal solution.

Best Stefan

On 11/29/2011 10:30 AM, Timo Berthold wrote:
> Hi Todd.
>
> Congrats, you found an optimal solution for your problem.
> The warning that you get only states that SCIP cannot detect whether the
> bilinear function is convex (concave) or not. This is done by testing the
> matrix for positive (negative) semidefiniteness wherefor the eigenvalues
> have to be computed. If a quadratic function is convex, one can use better
> cuts and does not have to use underestimators, which often makes a big
> difference in running time. However, SCIP solves the problem to global
> optimality (if it solves it ;) ) in any case.
>
> If you are satisfied with SCIP's performance, nothing has to be done.
> Elsewise, you can install IPOPT (www.coin-or.org/Ipopt) and compile SCIP
> with IPOPT=true (or use a precompiled binary from the SCIP homepage that
> contains IPOPT). This automatically gives you LaPack and might even help
> for nonconvex problems, since some heuristics benefit from having an NLP
> solver present.
>
> Cheers, Timo
>
>
>> I have a model involving bilinear constraints (indeed the objective
>> function is a sum of bilinear terms) in flatzinc format. When solving
>> with SCIP, the following output is presented:
>>
>> "Quadratic constraint handler does not have LAPACK for eigenvalue
>> computation. Will assume that matrices (with size>  2x2) are
>> indefinite."
>>
>> Then SCIP continues to solve and eventually halts saying optimal
>> solution found. My question is this: has SCIP only found a local
>> optimal solution? If so, is there a way that SCIP can find global
>> optimal solutions for MIPs with bilinear constraints?
>>
>> Thanks in advance.
>>
>> Todd Niven
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