[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.
-------------- next part --------------
An HTML attachment was scrubbed...
URL: <http://listserv.zib.de/pipermail/scip/attachments/20140220/aa89b8d8/attachment.html>


More information about the Scip mailing list