SCIP 混合整数二次规划使用

SCIP Mixed Integer Quadratic Programming using

我想使用我的源代码 (C++) 中包含的 SCIP 来解决 MIQP,但除了这个 FAQ 条目之外没有找到如何做:

Nonlinear objective functions are not supported by SCIP and must be modeled as constraint function. Note, that the support for non-quadratic nonlinear constraints is still in a BETA-stadium and not yet as robust as the rest of SCIP. Missing bounds on nonlinear variables and tiny or huge coefficients can easily lead to numerical problems, which can be avoided by careful modeling.

我已经为 objective 函数构建了表达式树。我想知道:

查看示例 http://scip.zib.de/doc/examples/CallableLibrary/

如果您只想要二次约束,则可以使用二次约束的约束处理程序直接在 SCIP 中创建二次约束: http://scip.zib.de/doc/html/cons__quadratic_8h.php

有关 SCIP 用于处理 MIQP 的二次部分的方法,请参阅 http://nbn-resolving.de/urn:nbn:de:0297-zib-59377 及其中的参考文献。