linearization switch for QP, MIQP

Purpose

linearization switch for quadratic terms in the objective function of a quadratic program (QP) or of a mixed integer quadratic program (MIQP) during preprocessing

Description

This parameter switches on or off linearization of the quadratic terms in the objective function of a quadratic program (QP) or of a mixed integer quadratic program (MIQP) during preprocessing.

• In a convex mixed integer quadratic program (MIQP), this parameter controls whether CPLEX linearizes the product of binary variables in the objective function during presolve.
• In a nonconvex quadratic program (QP) or mixed integer quadratic program (MIQP) solved to global optimality according to the solution target parameter, this parameter controls how CPLEX linearizes the product of bounded variables in the objective function during presolve.

This parameter interacts with certain settings of the parameter optimality target:

• When the optimality target type is set to 1 (one) (that is, CPLEX searches for a globally optimal solution to a convex model), then in a convex MIQP, this linearization switch tells CPLEX to replace the product of a binary variable and a bounded linear variable by a linearly constrained variable.
• When the optimality target type is set to 3, then in a nonconvex QP or nonconvex MIQP, this linearization switch controls the initial relaxation.