[Scip] Branching on continuous variables in the quadratic constraint
Wen-Yang Ku
wku at mie.utoronto.ca
Mon Apr 7 21:51:22 CEST 2014
Hi,
I have a mixed integer quadratic programming problem and I am running
default SCIP without IPOPT. The variables (W_j) in the quadratic
constraint are all continuous variables. These continuous variables
are then linked with other integer variables by linear equality
constraints. In the paper "Extending a CIP framework to solve MIQCPs"
by Stefan, section 3.4 mentions that a spatial branching operation is
performed to resolve infeasibility in a non-convex quadratic
constraint, which is performed after all integer variables take an
integral value in the LP optimum. My question is that, is it still
algorithmic correct if I set the branching priority of these
continuous variables (W_j) higher, in order to make SCIP branch on
them before branching on the integer variables?
By the way, I noticed that compiling with IPOPT does not improve the
performance for my problem. Is there a general guideline on the
advantage (other than finding feasible solutions) using IPOPT?
Thanks,
Wen-Yang
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