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Mixed-Integer Quadratic ProgrammingRecommended Downloads:
The fastest and most efficient solvers for MIQP is the state-of-the-art package TOMLAB /CPLEX. It handles positive semidefinite quadratic matrices. TOMLAB /MINLP - miqpBB and minlpBB are also viable options. These solvers are available in both dense and sparse versions, and minlpBB will also work for indefinite quadratic matrices. For low-dimensional problems it is also possible to use two global solvers (glcFast, glcSolve) in the TOMLAB Base Module, but the solution speed is in general very slow compared to the options above. Solver reference:
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