[SCIP] best way to use scip with matlab?

Hans Mittelmann mittelma at asu.edu
Wed Aug 9 15:52:00 CEST 2017


Are you talking about QPs or QCPQs? CPLEX can handle non convex QPs and they do not even have 
to be binary. If they are binary they can be linearized or convexified and other solvers can handle them
as well. See my QPLIB benchmarks on http://plato.asu.edu/bench.html <http://plato.asu.edu/bench.html>
However, if you have quadratic constraints you need a global solver.

Hans Mittelmann

> On Aug 9, 2017, at 3:33 AM, Vyacheslav Kungurtsev <vyacheslav.kungurtsev at fel.cvut.cz> wrote:
> 
> Hello,
> 
> I am trying to find a solver (available via academic license at most) for nonconvex binary QPs. CPLEX requires the constraint quadratics to be positive semi-definite, so I stumbled on to SCIP after finding the OPTI toolbox. But the OPTI toolbox is apparently only available for Windows, so I figured directly installing scip to run in matlab should be possible, but unlike opti there is no matlab interface, apparently. 
> 
> I haven't heard of any of the formats specified in the SCIP documentation, are there any you would recommend as being straightforward to write a script to convert into the proper data format by printing appropriately from MATLAB problem data? I have heard it is possible to access it through ampl, but how would you run scip through the ampl mex?
> 
> Thank you
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