(1984) Stability of mixed-integer quadratic programming problems. Math. Program. Study 21, 1–17 MATH MathSciNetR.: Stability of mixed-integer quadratic programming problems - Bank, Hansel - 1984B. Bank, R. Hansel, Stability of mixed-integer quadratic programming problems, Math Programming Study...
This example shows how to solve a Mixed-Integer Quadratic Programming (MIQP) portfolio optimization problem using the problem-based approach.
Bienstock, D.: Computational study of a family of mixed-integer quadratic programming problems. Math. Program. 74, 121-140 (1995)Bonami, P., Lodi, A., and Zarpellon, G. (2018). Learning a Classification of Mixed-Integer Quadratic Programming Problems. In Integration of Constraint Programming,...
(MIQP) portfolio optimization problem using the problem-based approach. The idea is to iteratively solve a sequence of mixed-integer linear programming (MILP) problems that locally approximate the MIQP problem. For the solver-based approach, seeMixed-Integer Quadratic Programming Portfolio Optimization:...
xT Qi x + qiT x ≤ bi (quadratic constraints) some or all x must take integer values (integrality constraints) MIP models with a quadratic objective but without quadratic constraints are called Mixed Integer Quadratic Programming (MIQP) problems. MIP models with quadratic constraints are called Mi...
Publication|Publication Mixed-integer quadratic programming (MIQP) is the problem of optimizing a quadratic function over points in a polyhedral set where some of the components are restricted to be integral. In this paper, we prove that the decision version of mixed-integer quadratic programming...
quadratic programming (SQP) stabilised by using trust regions. It can deal with both convex and nonconvex problems and problems with possibly expensive function evaluations. In addition, it is not assumed that the mixed integer problem has to be relaxable; the function evaluations are requested ...
Mixed-Integer Quadratic Programming Portfolio Optimization: Solver-Based Example showing how to optimize a portfolio, a quadratic programming problem, with integer and other constraints. Cutting Stock Problem: Solver-Based Solve a cutting stock problem using linear programming with an integer programming ...
Solve the problem minx(8x1+x2)subjectto⎧⎪⎪⎨⎪⎪⎩x2isanintegerx1+2x2≥−14−4x1−x2≤−332x1+x2≤20. Write the objective function vector and vector of integer variables. Get f = [8;1]; intcon = 2; Convert all inequalities into the form A*x <= b by ...
In general, Bonmin tackles MINLP (Mixed Integer NonLinear Programming) problems which is more general than MIQP (Mixed Integer Quadratic Programming) problems, but the performance, when specialized commercial solvers (Gurobi, CPLEX, Mosek; some potentially limited to CMIQP -> convex) are unavailable,...