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Status Future consideration
Created by Guest
Created on May 25, 2020

Implement nonconvex quadratic constraints in CPLEX

CPLEX already supports nonconvex quadratic objectives, but not yet constraints, even though they bring a lot of flexibility in modelling.

Needed by Date May 25, 2021
  • Guest
    Reply
    |
    Oct 4, 2024

    We are currently using Cplex for solving large MIP problems.
    We would be very interested if Cplex could handle non convex quadratic problems.
    Hope it will be possible for a next version.


    Nicolas DERHY

    RICE - GRTgaz

  • Guest
    Reply
    |
    Jul 16, 2024

    We are solving mixed-integer quadratically-constrained quadratic programming problems (MIQCQP). We are happy with the CPLEX functionality (we have the version 22.1.1) as long as our quadratic constraints are convex. However, we are working on implementation of new functionality in our product where the quadratic constraints are inherently nonconvex. At the moment, we are using a workaround but it might not be too reliable. We would really appreciate if you could implement nonconvex quadratic constraints in CPLEX.

    Thank you very much,

    Alexander Kuznetsov

    Tindeco Financial Services Ltd.