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:
- with linear (strict and non strict) inequalities
- with logical constraints (such that equivalences, implications) between inequalities
- Let X = {x1, ..., xn} be a set of variables and Y = {y1, ..., ym} be a set of variables. Quadratical constraints are in the following form:
- x1 = x1y1 + x2y2
- x2 = x1y3 + x3y4
- x3 = x2y5 + x1y6
- ...
- one variable from X on left side
- equality constraint
- a sum of products of two variables with a coefficient equals to 1
- s.t. each product of two variables only occurs between one variable from X and one variable from Y.
The objective function is linear.
Thank you for your help
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.