Linearize Quadratic Constraints

Type

Selection

Range

The settings listed below

Default

Automatic

This option controls presolve Q matrix linearization. Possible values are:

• Automatic

• Off

• Strong relaxation

• Compact relaxation

Settings ‘Strong relaxation’ and ‘Compact relaxation’ attempt to linearize quadratic constraints or a quadratic objective, potentially transforming an MIQP or MIQCP model into an MIP. Option ‘Strong relaxation’ focuses on getting a strong LP relaxation while option ‘Compact relaxation’ aims for a compact relaxation. Option ‘Off’ shuts off the transformation. The default setting chooses automatically. The automatic setting works well, but there are cases where forcing Q linearization can be beneficial.