Initializing help system before first use

XSLP_REFORMULATE, NLPREFORMULATE

Description
Controls the problem reformulations carried out before augmentation. This allows SLP to take advantage of dedicated algorithms for special problem classes.
Type
Integer
Values
Bit
Meaning
0 
Solve convex quadratic objectives using the XPRS library .
1 
Convert non-convex quadratic objectives to SLP constructs .
2 
Solve convex quadratic constraints using the XPRS library.
3 
Convert non-convex QCQP constraints to SLP constructs.
4 
Keep second order cones in the XPRS problem to keep them in the linearizations.
5 
Convexity of a quadratic only problem may be checked by calling the optimizer to solve the instance.
6 
Convert pievewise linear functions to MIP constructs.
7 
Convert ABS functions to MIP constraints if the full problem can be made not nonlinear.
8 
Convert MIN and MAX functions to MIP expressions if the full problem can be made not nonlinear.
9 
Always convert ABS expressions.
10 
Always convert MIN and MAX expressions.
Default value
511 (bits 0 — 8 incl. are set)
Note
The reformulation is part of XSLP presolve, and is only carried out if XSLP_PRESOLVE is nonzero.

The following constants are provided for setting these bits:

Setting bit 0 XSLP_REFORMULATE_SLP2QP
Setting bit 1 XSLP_REFORMULATE_QP2SLP
Setting bit 2 XSLP_REFORMULATE_SLP2QCQP
Setting bit 3 XSLP_REFORMULATE_QCQP2SLP
Setting bit 4 XSLP_REFORMULATE_SOCP2SLP
Setting bit 5 XSLP_REFORMULATE_QPSOLVE
Setting bit 6 XSLP_REFORMULATE_PWL
Setting bit 7 XSLP_REFORMULATE_ABS
Setting bit 8 XSLP_REFORMULATE_MINMAX
Setting bit 9 XSLP_REFORMULATE_ALLABS
Setting bit 10 XSLP_REFORMULATE_ALLMINMAX

Affects routines
XSLPconstruct, XSLPminim, XSLPmaxim, XSLPreminim, XSLPremaxim, XSLPnlpoptimize

Parent Topic Integer control parameters

© 2001-2024 Fair Isaac Corporation. All rights reserved. This documentation is the property of Fair Isaac Corporation (“FICO”). Receipt or possession of this documentation does not convey rights to disclose, reproduce, make derivative works, use, or allow others to use it except solely for internal evaluation purposes to determine whether to purchase a license to the software described in this documentation, or as otherwise set forth in a written software license agreement between you and FICO (or a FICO affiliate). Use of this documentation and the software described in it must conform strictly to the foregoing permitted uses, and no other use is permitted.