[Scip] Upper triangular or symmetric matrix for quadratic constraints
Ramón Casero Cañas
rcasero at gmail.com
Thu Feb 20 10:44:56 CET 2014
Dear all,
I have a question about how to format quadratic constraints in SCIP.
Say we have [x y] as variables, and we want the constraint 0 <= xy <= 5.
Is it better to aim for a symmetric matrix
0 <= [x y] [0.0 0.5] [x] <=5
[0.5 0.0] [y]
or for an upper triangular
0 <= [x y] [0.0 1.0] [x] <=5
[0.0 0.0] [y]
or it doesn't matter? Theoretically they both produce the same constraint,
but maybe there are some numerical issues or implementation details in
SCIP by which one should be preferred.
Many thanks,
Ramon.
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