Hey guys,
Is there any roadmap available about planned improvements of CPLEX ?
For instance, do you guys plan to make CPLEX solve QCP programs without any special requirements on the Q matrix ?
Regards
Hey guys,
Is there any roadmap available about planned improvements of CPLEX ?
For instance, do you guys plan to make CPLEX solve QCP programs without any special requirements on the Q matrix ?
Regards
We are not able to discuss plans in this forum but do want to hear what features you would like to see. In particular, can you give more detail on what sort of nonconvex QCPs you want to solve, such as how many nonconvex quadratic constraints, size of Q's, size of problem, etc.
--Mary Fenelon, Development Manager
- MaryFenelon
- 2014-03-17T02:53:39Z
We are not able to discuss plans in this forum but do want to hear what features you would like to see. In particular, can you give more detail on what sort of nonconvex QCPs you want to solve, such as how many nonconvex quadratic constraints, size of Q's, size of problem, etc.
--Mary Fenelon, Development Manager
Hi Mary,
It would be an optimization of an underlying physical model of about 50 variables (involved in quadratic eqs) over let's say 200 timesteps (i.e. Q would be 1000x1000)
Q is thus very sparse (variables are mostly "connected" with variables of the same timestep)
Can you please also consider the case where the problem also have
. lots of other linear inequalities and variables (50'000x50'000)
. some integer variables (100)
Thanks for your help
- ouaigooo
- 2014-03-17T07:26:38Z
Hi Mary,
It would be an optimization of an underlying physical model of about 50 variables (involved in quadratic eqs) over let's say 200 timesteps (i.e. Q would be 1000x1000)
Q is thus very sparse (variables are mostly "connected" with variables of the same timestep)
Can you please also consider the case where the problem also have
. lots of other linear inequalities and variables (50'000x50'000)
. some integer variables (100)
Thanks for your help
For the case with integer variables, are you interested in solutions which are integral but not globally optimal which is what Bonmin does? Or do you need global optimality, which is what we implemented for our nonconvex MIQP solver?
- MaryFenelon
- 2014-03-18T21:00:01Z
For the case with integer variables, are you interested in solutions which are integral but not globally optimal which is what Bonmin does? Or do you need global optimality, which is what we implemented for our nonconvex MIQP solver?
Global optimality would be a plus (but not a must)