[SCIP] best way to use scip with matlab?

Vyacheslav Kungurtsev vyacheslav.kungurtsev at fel.cvut.cz
Wed Aug 9 17:44:29 CEST 2017


I don't understand, "set opt 3" where?

On Wednesday, August 9, 2017, Hans Mittelmann <mittelma at asu.edu> wrote:
> 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> 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
>>> _______________________________________________
>>> Scip mailing list
>>> Scip at zib.de
>>> https://listserv.zib.de/mailman/listinfo/scip
>>>
>>
>>
>
>
>
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