Nonconvex Strategy

Type

Selection

Range

The settings listed below

Default

Automatic

This option specifies the strategy for handling non-convex quadratic programs. Possible values are:

• Automatic

• Off

• Linearize

• Translate

With setting ‘Off’, an error is reported if the original user model contains non-convex quadratic constructs. With setting ‘Linearize’, an error is reported if non-convex quadratic constructs could not be discarded or linearized during presolve. With setting ‘Translate’, non-convex quadratic problems are solved by means of translating them into a bilinear form and applying spatial branching.

The default setting ‘Automatic’ is currently almost equivalent to ‘Translate’, except that it takes less care to avoid presolve reductions that might transform a convex constraint into one that can no longer be detected to be convex, and thus can sometimes perform more presolve reductions.