[Coin-discuss] quadratic integer solver?

[Sebastian Nowozin]

Hello Michal,

On Tue, Apr 29, 2008 at 2:11 PM, Michal Kaut <mail at michalkaut.net> wrote:

>  what are my options to solve a quadratic mixed integer (binary) problem?
>   (I mean a problem with quadratic elements in the objectives and only
>  linear constraints.)

(depending on how large the quadratic form is)

3) Transformation to the SDP relaxation of Goemans and Williamson,
followed by a simple rounding heuristic.
See section 2.3 for an example of the binary QCQP relaxation (9) in
Lemarechal's paper "Lagrangian Relaxation", available here:
http://www.optimization-online.org/DB_FILE/2001/03/298.ps

The resulting SDP can then be put into CSDP.

Sebastian