Many of the commercial solvers can handle convex MIQPs and MIQCPs (e.g. Gurobi, Cplex, Mosek, Xpress). Some of them can do also some (restricted) classes of non-convex problems. For general non-convex quadratic problems see e.g. Glomiqo/Antigone, or global MINLP solvers such as Baron.
---------------------------------------------------------------- Erwin Kalvelagen Amsterdam Optimization Modeling Group [email protected] http://amsterdamoptimization.com ---------------------------------------------------------------- On Wed, Apr 22, 2015 at 12:37 PM, usa usa <[email protected]> wrote: > Thanks for all your reply. > > Can anybody recommand some effcient algorithms that can solve MIQCQP ? > > It would be better if the algorithm has been implemented. > > Any help would be appreciated. > > Thanks > > > > On Wed, Apr 22, 2015 at 10:46 AM, Erwin Kalvelagen < > [email protected]> wrote: > >> CLP is for continuous problems. I am not sure if CBC supports MIQPs or >> MIQCPs. >> >> ---------------------------------------------------------------- >> Erwin Kalvelagen >> Amsterdam Optimization Modeling Group >> [email protected] >> http://amsterdamoptimization.com >> ---------------------------------------------------------------- >> >> On Tue, Apr 21, 2015 at 3:39 PM, Heinrich Schuchardt <[email protected]> >> wrote: >> >>> Coin-OR CLP contains a quadratic solver >>> https://projects.coin-or.org/Clp >>> >>> I have not used it myself. >>> >>> Best regards >>> >>> Heinrich Schuchardt >>> >>> > On Sun, Apr 19, 2015 at 7:10 PM, usa usa <[email protected] >>> > <mailto:[email protected]>> wrote: >>> > >>> > Hi, >>> > >>> > I need to solve mixed-integer quadratic problems. >>> > >>> > (1) the objective function is linear and constraints are quadratic >>> > or >>> > (2) the objective function is quadratic and constraints are >>> linear,. >>> > >>> > (3) the decision variables are binary integers. >>> > >>> > I have searched some open sourced solvers but I cannot find the >>> > source code. >>> > >>> > I also need to call it from C# in VS 2013. >>> > >>> > Could anyone recommand some open-source solvers ? >>> > >>> > Any help would be appreciated. >>> > >>> > Thanks >>> >>> >> >
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