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

[Stefan Vigerske]

Hi,

On 02/23/2014 04:50 PM, Ramón Casero Cañas wrote:
> 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.

He was talking about Ipopt (https://projects.coin-or.org/Ipopt). For 
your instances, it would give you local optimal solution.
You probably can just try out Ipopt via the OPTI toolbox.

For free input formats to SCIP, it's indeed PIP, ZIMPL, and OSiL that 
would be suitable for you. If you want to input model instances, then 
PIP may be the way to go (http://polip.zib.de/pipformat.php). It's very 
similar to the .lp format. If you want to do modeling, then ZIMPL may be 
the way to go.
In case of polynomial objective/constraints, it should not matter for 
the solution algorithm whether you input via PIP or ZIMPL (or OSiL).

Stefan


>
>
>
>
> 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
>
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