Nonconvex Strategy

Type

Selection

Range

The settings listed below

Default

Automatic

This option determines the strategy for handling continuous nonconvex models, i.e., QP and QCP models for which the objective or a quadratic constraint is nonconvex (including models with quadratic equality constraints). Possible values are:

• Automatic

• Off

• Local optimal solution

• Global optimal solution

With setting ‘Off’, COPT reports that the model is nonconvex and terminates. With setting ‘Local optimal solution’, COPT searches for a local optimum; with setting ‘Global optimal solution’, COPT searches for a global optimum using branch-and-bound. With setting ‘Automatic’, COPT decides; for nonconvex QP models it typically searches for a local optimum.

This option only applies to continuous models. Nonconvex MIQP and MIQCP models are always solved to global optimality, even if this option is set to ‘Off’.

Note

• This option was added in COPT 8.0.