optimizationmathematical-optimizationquadratic-programmingnon-convex

State of the art non-convex QCQP solver?


Do you know a non-convex QCQP solver? A big deal will be a software free for academics or students. I tried to find such solver without success...

My problem is in the following form:

The objective function is linear.

Thank you for your help


Solution

  • Have a look at scip, GloMiQO/Antigone, Baron and Couenne. GloMiQo is for quadratic problems, the other solvers can also handle more general non-convex NLP/MINLP problems. Some of these are available through NEOS.