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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