[Scip] Recommended language for QP with quadratic and cubic constraints

[Ramón Casero Cañas]

Thanks for your reply, Giacomo, but isn't lpopt a subsolver for qpopt,
only for QP with linear constraints, as it says here?

http://tomopt.com/docs/qpopt1-0.pdf

My problem has quadratic and cubic constraints.




On 23 February 2014 14:29, Giacomo Nannicini <giacomo.n at gmail.com> wrote:
> If all of your variables are continuous, a nonlinear solver is most
> likely the way to go.
> For example Ipopt. It is open-source and has a Matlab interface.
>
> The format in which you describe your problem should not matter, as
> long as you give exactly the same description.
>
> Cheers
>
> Giacomo
>
> On Sun, Feb 23, 2014 at 9:28 PM, Ramón Casero Cañas <rcasero at gmail.com> wrote:
>> Replying a bit to myself, if I understand this correctly, I need a
>> language for a mixed-integer program (as my variables are continuous).
>>
>> http://scip.zib.de/doc-3.0.2/html/group__FILEREADERS.shtml
>>
>> Of these, the only two that from their description above seem capable
>> of cubic constraints are OSiL, PIP and ZPL.
>>
>> As my problem's objective function and constraints are polynomial
>> (quadratic and cubic, respectively), the simplest option seems to be
>> the PIP format.
>>
>> http://polip.zib.de/pipformat.php
>>
>> However, will the language format choice affect the performance of the
>> SCIP solver, or it doesn't matter whether I formulate my problem in
>> PIP format vs. e.g. OSiL format?
>>
>> Best regards,
>>
>> Ramon.
>>
>> On 23 February 2014 00:28, Ramón Casero Cañas <rcasero at gmail.com> wrote:
>>> Dear all,
>>>
>>> After playing with SCIP indirectly through the otherwise very nice
>>> Matlab OptiToolbox, I'm struggling with what could be a bug and I
>>> cannot introduce cubic constraints, so I'm looking into using SCIP
>>> directly. This way, I could also use it from linux, and tweak
>>> parameters as Stefan Vigerske recommended and I haven't been able to
>>> do yet.
>>>
>>> I see in the documentation that SCIP accepts many file formats.
>>>
>>> http://scip.zib.de/doc-3.0.2/html/group__FILEREADERS.shtml
>>>
>>> This field is quite new for me, and I'd like to ask for advice on what
>>> file format would be more convenient / easier to learn in order to
>>> code a problem that is a quadratic program (objective function x^T * H
>>> * x + b^T * x) with multiple quadratic and cubic constraints.
>>>
>>> Best regards,
>>>
>>> Ramon.
>>>
>>> --
>>> Dr. Ramón Casero Cañas
>>>
>>> Oxford e-Research Centre (OeRC)
>>> University of Oxford
>>> 7 Keble Rd
>>> Oxford OX1 3QG
>>>
>>> tlf     +44 (0) 1865 610739
>>> web     http://www.cs.ox.ac.uk/people/Ramon.CaseroCanas
>>> photos  http://www.flickr.com/photos/rcasero/
>>
>>
>>
>> --
>> Dr. Ramón Casero Cañas
>>
>> Oxford e-Research Centre (OeRC)
>> University of Oxford
>> 7 Keble Rd
>> Oxford OX1 3QG
>>
>> tlf     +44 (0) 1865 610739
>> web     http://www.cs.ox.ac.uk/people/Ramon.CaseroCanas
>> photos  http://www.flickr.com/photos/rcasero/
>>
>> _______________________________________________
>> Scip mailing list
>> Scip at zib.de
>> http://listserv.zib.de/mailman/listinfo/scip



-- 
Dr. Ramón Casero Cañas

Oxford e-Research Centre (OeRC)
University of Oxford
7 Keble Rd
Oxford OX1 3QG

tlf     +44 (0) 1865 610739
web     http://www.cs.ox.ac.uk/people/Ramon.CaseroCanas
photos  http://www.flickr.com/photos/rcasero/