[SCIP] Post, non-convex QCQP

Ning Wang ning5 at ualberta.ca
Fri Mar 15 18:13:42 CET 2019


Hi

I am a PHD student from university of Alberta. I am writing to you for some
technical support.

Recently, I am solving a quadratically constrained quadratic program
problem based on MATLAB OPTI toolbox. The optimization problem has
12 optimization variables and 30 non-convex constrains. The available SCIP
MATLAB  code ("scip.mexw64, v4.0.0") cannot reach a satisfactory
performance, which displayed ''solving was interrupted [time limit
reached]'' even if I set the maximum time as up to 8 hours.

Is it because the defaulted parameters of SCIP are not improperly set? Then
how can I improve the settings? Or is it because SCIP has limited
capabilities in solving non-convex QCQP problem? Is there more efficient
code ( better MATLAB ) to my problem? I will be very grateful for your help!

Thank you for your time!

Best regards
Ning
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