MIQL: A Fortran Subroutine for Convex Mixed-Integer Quadratic Programming - User's Guide
T. Lehmann,
K. Schittkowski, Report, Department of Computer Science, University of Bayreuth
(2013)
Abstract:
The Fortran subroutine MIQL solves strictly convex mixed-integer quadratic
programming problems subject to linear equality and
inequality constraints by a branch-and-cut method. At the root node of the
branch-and-bound search tree, disjunctive and complemented
mixed-integer rounding cuts are generated. The continuous subproblem solutions
are obtained by the primal-dual method of Goldfarb and
Idnani, see QL. The code is designed for
solving small to medium size mixed-integer programs. Its usage is outlined and
an illustrative example
is presented.
To download the report, click here: MIQL.pdf