[SCIP] best way to use scip with matlab?

[Vyacheslav Kungurtsev]

QCQPs. CPLEX for some reason can handle QCQPs with indefinite objective,
but not constraint quadratics. So yes, I would need a global solver,
however, I suppose there should be something specifically tailored to
QCQPs, as opposed to a generic nonlinear IP solver. It seems like scip is
the only one I've found so far publicly available for this

On Wed, Aug 9, 2017 at 3:52 PM, Hans Mittelmann <mittelma at asu.edu> wrote:

> 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
> 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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