[SCIP] Most Infeasible Branching for MIQCP

Stefan Vigerske stefan at math.hu-berlin.de
Fri Apr 22 09:43:49 CEST 2016


Hi,

in MIP, all infeasibilities of LP solutions are due to fractional 
solutions for integer variables. But in the setting of MIQCP, there can 
be other sources in infeasibility, indeed.
In SCIP, if all integer variables take integral values in a LP solution, 
the most-infeasible rule will select a variable that occurs in (the 
nonconvex part of) a most-violated quadratic constraint.

Stefan

On 04/22/2016 03:22 AM, Ahmed Ibrahim wrote:
> Hi All,
>
> According to my my understanding, most infeasible branching is an LP branching technique and selects the integer variable whose fractional component is closest to 0.5. Is it the same for an MIQCP? The reason I'm asking this is that in MIQCP linear outer approximation is used for quadratic constraints. Hence some quadratic constraints could also be violated besides integrality constraints can be violated. So does the most infeasible branching in SCIP consider only integrality constraints in MIQCP or does it consider quadratic constraints too?
>
> Regards,
> Ahmed
>
>
>
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