Or-tools: New feature request: quadratic programming

[rlloretb]

Would it be possible to add quadratic programming as a new feature?
Most already-integrated solvers are capable of solving (SCIP, Gurobi, CPLEX, and CBC it seems as well)

[lperron]

It is being done, with the same API as the sos. Not sure if it is usable
for now.

Le ven. 19 juil. 2019 à 03:18, Roger Lloret-Batlle [e-mail]
a écrit :

Would it be possible to add quadratic programming as a new feature?
Most already-integrated solvers are capable of solving (SCIP, Gurobi,
CPLEX, and CBC it seems as well)

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[rlloretb]

Thank you. I could not find an open feature on this.

[lperron]

If you use the proto API (available in C++, Java, Python).
You can fill in a quadratic objective.

It can only be solved using SCIP or Gurobi.

Please note that the proto itself will most likely change in the next major release.

[rlloretb]

Will it work on CPLEX?
When will the next major version be released? (i.e. 8.0?)

[lperron]

Cplex, most likely not without user contributions.

With the next version (7.4), we will have quadratic support for SCIP and
Gurobi (I believe) using a proto 2 input. Because it is a proto2, C# will
not be supported.

With 8.0, I intend to replace the proto2 by a proto3, breaking
compatibility. But we have not yet started implementation, so do not hold
your breath.
Laurent Perron | Operations Research | [email protected] | (33) 1 42 68 53
00

Le lun. 9 sept. 2019 à 16:48, Roger Lloret-Batlle [e-mail]
a écrit :

Will it work on CPLEX?
When will the next major version be released? (i.e. 8.0?)

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[rlloretb]

Now that 8.0 has been released, and SCIP comes with the binary, can quadratic programming be considered?

[lperron]

It is available if you use the protobuf API for Gurobi and SCIP.
It is still proto2, so no .NET though.
Laurent Perron | Operations Research | [email protected] | (33) 1 42 68 53
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Le lun. 19 oct. 2020 à 16:03, Roger Lloret-Batlle [e-mail]
a écrit :

Now that 8.0 has been released, and SCIP comes with the binary, can
quadratic programming be considered?

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