Relaxed mixed integer quad. constrain program (RMIQCP)

Mathematically, the relaxed mixed integer quadratically constrained programming (RMIQCP) problem looks like:

 L < x < U

 y is a subset of x relaxed from integer to continuous

where

x is a vector of variables that contains continuous and integer members;

y is a subset of x that contains relaxed integer members;

cx is the linear part of the objective function

x'Qx is the quadratic part of the objective function

Aix represents the linear part of the ith constraint;

x' Rix represents the quadratic part of the ith constraint;

bi  is the right hand side if the ith constraint;

α is some mixture of ≤, = and ≥ operators; and

L and U are vectors of lower and upper bounds on the variables.

For information on the names of the solvers that can be used on models in the RMIQCP class see the section on Solver Model type Capabilities.

Use of the model attribute TryLinear causes GAMS to see if the problem can be solved as a RMIP problem.