Callback codes in continuous nonconvex QCQPs
AnsweredDear Gurobi Team,
I would like to add some inequalities with a callback in a fully continuous non-convex QCQP. I checked another post and it seems that it works almost the same way as for MIPs, but since the callback codes are mostly MIP-based, I would like to confirm with you what their meanings are in a continuous setting.
For example, would MIPNODE indicate a node of spatial branch-and-bound being explored? And would MIPSOL mean that a new feasible solution to the QCQP was found?
Thank you very much for your help.
Best,
Gonzalo.
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Hi Gonzalo,
Yes, your interpretation is correct - the MIPNODE callback indicates the exploration of a spatial branch-and-bound node, and the MIPSOL callback indicates that a new QCQP-feasible solution was found. You can think of the continuous variables in the product terms of non-convex quadratic constraints or in a non-convex quadratic objective as "integer" variables, since Gurobi branches on these variables, effectively solving the problem like a MIP.
Thanks,
Eli
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Great! Thank you very much, Eli.
Best,
Gonzalo.
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