Stationary point for non-convex QCQP?

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  • Jaromił Najman

    Hi Jonathan,

    It is currently not possible to use the Barrier algorithm in order to solve a non-convex QCQP to get a local minimum. Please also note that the feasible solution point found by the spatial B&B algorithm is currently not guaranteed to be a stationary point.

    You could get the solution of the convex relaxation of a non-convex QCQP by solving the root relaxation and then getting the relaxation solution point from a \(\texttt{MIPNODE}\) callback.

    Best regards,
    Jaromił

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