[Scip] Upper triangular or symmetric matrix for quadratic constraints

[Ramón Casero Cañas]

Wow, thanks for the very quick reply. That's very useful to know.

I'm calling SCIP from the Matlab OptiToolbox

http://www.i2c2.aut.ac.nz/Wiki/OPTI/index.php/Solvers/SCIP

On 20 February 2014 10:12, Ambros Gleixner <gleixner at zib.de> wrote:
> Dear Ramon,
>
> how do you formulate your problem?  Are you using the callable library or a
> format like Zimpl, MPS, LP, ...?
>
> Internally, SCIP does not make a difference between the two cases, because
> it does not store the matrix, but directly the product xy.
>
> Kind regards,
>
> ambros
>
>
> Am 20.02.2014 10:44, schrieb Ramón Casero Cañas:
>>
>> 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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>>
>
> --
> ____________________________________________________________
> Ambros M. Gleixner
> Zuse Institute Berlin - Matheon - Berlin Mathematical School
> http://www.zib.de/gleixner
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Dr. Ramón Casero Cañas

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