Solving with Quadratic Constraints

ILOG CPLEX 11.0 User's Manual > Continuous Optimization > Solving Problems with Quadratic Constraints (QCP) > Solving with Quadratic Constraints

Solving with Quadratic Constraints

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ILOG CPLEX allows you to solve your QCP models (that is, problems with quadratic constraints) through a simple interface, by calling the default optimizer.

In Concert applications, use the solve method of IloCplex .
From the Callable Library, use the routine CPXbaropt.
In the Interactive Optimizer, use the command optimize.

With default settings, each of these approaches will result in the barrier optimizer being called to solve a continuous QCP.

The barrier optimizer is the only optimizer available to solve QCPs.

However, in a mixed integer quadratically constrained programming ( MIQCP) problem, you can specify whether ILOG CPLEX solves a QCP relaxation or LP relaxation of the subproblems. The MIQCP strategy parameter (MIQCPStrat, CPX_PARAM_MIQCPSTRAT) lets you specify which type of relaxation to solve.

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