[SCIP] best way to use scip with matlab?

Vyacheslav Kungurtsev vyacheslav.kungurtsev at fel.cvut.cz
Wed Aug 9 16:49:35 CEST 2017


Yes I am an academic and I have both CPLEX and SCIP. I have an IP that is a
QCQP wherein both the objective and constraint quadratics and not positive
semidefinite. CPLEX cannot solve this problem.

On Wed, Aug 9, 2017 at 4:37 PM, Hans Mittelmann <mittelma at asu.edu> wrote:

> NO, if the QCQPs are completely binary you do not need a global solver.
> Look at my benchmarks again.
> While SCIP is publicly available it is not free for use by the public!!!
> Only as member of an academic
> institution. No commercial use! But, if you are at an academic institution
> you can also get CPLEX.
>
> On Aug 9, 2017, at 7:25 AM, Vyacheslav Kungurtsev <
> vyacheslav.kungurtsev at fel.cvut.cz> wrote:
>
> 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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>>
>>
>>
>
>
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