Wednesday, June 18, 2008

Erratic MIQP behavior

GAMS MIQP Model:
variable z;
binary variable x;
equation e;
e.. z =e= sqr(x);
model m/e/;
solve m minimizing z using miqcp;

Results with GAMS 22.7:
  1. Cplex, SBB, DICOPT,COINBONMIN,BARON: OK
  2. Xpress: GAMS link does not implement MIQCP (Xpress has MIQP capability I believe)
  3. MOSEK: crashes

We'll check what happens with upcoming 22.8 version.