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Internal quadratic constraint format #22

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joaquimg opened this issue Jun 11, 2018 · 1 comment
Open

Internal quadratic constraint format #22

joaquimg opened this issue Jun 11, 2018 · 1 comment

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@joaquimg
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Currently LQOI considers the format: a'x+0.5 x'Qx which is the same as MOI.

However, from what I understand Xpress, Gurobi (https://www.gurobi.com/documentation/8.0/refman/c_grbaddqconstr.html#routine:GRBaddqconstr) and CPLEX (https://www.ibm.com/support/knowledgecenter/SS9UKU_12.6.0/com.ibm.cplex.zos.help/CPLEX/UsrMan/topics/cont_optim/qcp/17_QCP_duals.html)

all 3 use the format: a'x+x'Qx in its internal functions.

So I propose that LQOI does this conversion. Instead of having all the solver doing this same procedure.

@odow

@joaquimg
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Just to make everything more nonsense Xpress uses the 0.5 in the objective but not in constraints.

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