[Coin-lpsolver] OsiClpSolverInterface: writing out problems with quadratic objectives

[fmargot at andrew.cmu.edu]

Kish:

There is no support for quadratic LP in CoinLpIO. One difficulty is that
the format is not well defined, with different solvers having different
conventions.

Francois


On Wed, 28 Mar 2007, Kish Shen wrote:

> Hi,
>
> I have been adding support for quadratic objective functions to our interface to COIN/OSI based
> solvers.
>
> I have now been able to setup and solve simple problems with  OsiClpSolverInterface. However,
> when I write out the problem as an LP file (via wirteLpNative()) and  MPS files (via
> writeMpsNative() methods), I think the quadratic objective is missing:
>
> The actual objective I set up is x0*x0, here is the actual lp file:
>
> kish at badgerix:~/EclipseDev/icparc_solvers> more lp
> \Problem name:
>
> Minimize
> obj:Subject To
> cons0:  x0 - x1 = 0
> cons1:  x0 + x1 >= 3
> Bounds
> x0 Free
> x1 Free
> End
>
> when I write out the same problem using CPLEX, I do get the quadratic objective.
>
> I am able to solve the problem with CLP (by setting the quadratic objetive using ClpModel's
> loadQuadraticObjective() method; as OSI does not provide support for quadratic objectives),
> so the quadratic objective have definitely been loaded into the problem.
>
> --Kish Shen
>
>