Analyzing the computational impact of MIQCP solver components

Timo Berthold; Ambros M. Gleixner; Stefan Heinz; Stefan Vigerske

doi:10.3934/naco.2012.2.739

Article Contents

2012, Volume 2, Issue 4: 739-748. Doi: 10.3934/naco.2012.2.739

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Analyzing the computational impact of MIQCP solver components

1.
Zuse Institute Berlin, Takustr. 7, 14195 Berlin
2.
Humboldt-Universität, Department of Mathematics, Unter den Linden 6, 10099 Berlin

Received: May 2012

Revised: October 2012

Published: October 2012

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Abstract

We provide a computational study of the performance of a state-of-the-art solver for nonconvex mixed-integer quadratically constrained programs (MIQCPs). Since successful general-purpose solvers for large problem classes necessarily comprise a variety of algorithmic techniques, we focus especially on the impact of the individual solver components. The solver SCIP used for the experiments implements a branch-and-cut algorithm based on a linear relaxation to solve MIQCPs to global optimality. Our analysis is based on a set of 86~publicly available test instances.

Keywords:

Mixed-integer quadratically constrained programming,
mixed-integer programming,
branch-and-cut,
nonconvex,
global optimization,
software engineering.

Mathematics Subject Classification: Primary: 90C11, Secondary: 90C26, 90C30.

Citation:

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