ILOG CPLEX 11.0 User's Manual > Continuous Optimization > Solving Problems with Quadratic Constraints (QCP) > Solving with Quadratic Constraints |
Solving with Quadratic Constraints |
INDEX PREVIOUS NEXT |
ILOG CPLEX allows you to solve your QCP models (that is, problems with quadratic constraints) through a simple interface, by calling the default optimizer.
solve
method of IloCplex
.
CPXbaropt
.
optimize
.
With default settings, each of these approaches will result in the barrier optimizer being called to solve a continuous QCP.
The barrier optimizer is the only optimizer available to solve QCPs.
However, in a mixed integer quadratically constrained programming ( MIQCP) problem, you can specify whether ILOG CPLEX solves a QCP relaxation or LP relaxation of the subproblems. The MIQCP strategy parameter (MIQCPStrat
, CPX_PARAM_MIQCPSTRAT
) lets you specify which type of relaxation to solve.
Copyright © 1987-2007 ILOG S.A. All rights reserved. Legal terms. | PREVIOUS NEXT |