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Argonne-National-Laboratory / DSP

An open-source parallel optimization solver for structured mixed-integer programming
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QCP extension to SMPS reader #147

Open kibaekkim opened 4 years ago

kibaekkim commented 4 years ago

I think this would be possible by implementing QCMATRIX card reader function in CoinMpsIO.hpp, similar to #58. This is not urgent but would be a nice feature for future extensive computational studies.

kibaekkim commented 3 years ago

If we implement the parser for QCMATRIX in CoinMpsIO.hpp, we should be able to use smi package to SMPS file for stochastic MIQCQP with fixed (i.e., deterministic) quadratic objective and fixed quadratic constraints.