[SCIP] best way to use scip with matlab?

Hans Mittelmann mittelma at asu.edu
Wed Aug 9 17:21:39 CEST 2017


Did you do
set opt 3

> On Aug 9, 2017, at 7:49 AM, Vyacheslav Kungurtsev <vyacheslav.kungurtsev at fel.cvut.cz> wrote:
> 
> 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 <mailto: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 <mailto: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 <mailto: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 <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 <mailto: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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