QP Linearization

Type

Selection

Range

The settings listed below

Default

Automatic

This option controls the linearization of the quadratic terms in the objective function of a QP or MIQP model. Possible values are:

  • Automatic

  • Off

  • On

In a convex mixed integer quadratic program (MIQP), this option controls whether CPLEX linearizes the product of binary variables in the objective function during presolve.

In a nonconvex quadratic program (QP) or mixed integer quadratic program (MIQP) solved to global optimality according to the option Solution Target , this option controls how CPLEX linearizes the product of bounded variables in the objective function during presolve.

This option interacts with the option Solution Target :

  • When the solution target is set to ‘Search for convex optimum’ (that is, CPLEX searches for a globally optimal solution to a convex model), then in a convex MIQP, this option tells CPLEX to replace the product of a binary variable and a bounded linear variable by a linearly constrained variable.

  • When the solution target is set to ‘Search for global optimum’, then in a nonconvex QP or nonconvex MIQP, this option controls the initial relaxation.

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