It is possible to solve a MIQCP with CPLEX with non-convex quadratic constraints?

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Mohamed-Mourad Lafifi

Dear Jannik,

I suggest you to see links and attached files in subject.

-Gurobi MIQCP minimization , non convex quadratic constraint

stackoverflow.com/questions/42709395/gurobi...

- Global solution of non-convex quadratically constrained ...

www.tandfonline.com/doi/full/10.1080/10556788.2017.1350675

- Quadratic Constraints - Eaton.math.rpi.edu

eaton.math.rpi.edu/cplex90html/relnotescplex/relnotescpl...

- Solving a non-convex quadratically constrained quadratic program

mathoverflow.net/questions/93869/solving-a-non...

-MIQP: mixed integer programs with quadratic terms in the ...

www.ibm.com/.../mip_quadratic/02_introMIQP.html

Best regards

Jannik Huber

Hello,

thank you both for your answers. At first it was more like i misunderstood something my colleague said. I thought he said that it is possible to solve such a problem with cplex MIQCP, but it was neccessary to adjust the problem formulation a bit and in the end i have no nonconvex constraints anymore.

But even the former (wrong) formulation overall was a bounded problem, just with the drawback of nonconvex quadratic constraints

Saad Balbiyad

Dear Jannick,

What type of reformulation have you used? I have the same problem "MIQCP with non convex contraints (product of continuous variables)"

Hello Saad,

unfortunately i can not remember what type of reformulation i used. It's been a while and after that I finished the project and now i am working in a different field. So i am pretty much out of the topic of optimization problems. Sorry, that I am not able to help, but i wish you good luck :) Maybe you already solved the problem?