Dear Gurobi team,
I am working on a heuristic to solve a large non-convex MIQCQP (1) that arises after discretizing a PDE-constrained optimal control problem. Fortunately, the problem can be transformed into a convex MIQCQP (2) by linearizing non-convex quadratic constraints, i.e. the relaxed problem is convex.
In my heuristic, I'd like to solve the relaxation of (1), i.e. a non-convex QCQP (3). Setting the Parameter NonConvex=2, Gurobi uses a spatial B&B algorithm to solve the problem to global optimality. Since I only need a stationary point, my idea was to terminate the spatial B&B with the first found feasible solution. Now I was wondering whether it is possible to solve (3) directly via the barrier method for a stationary point?
Thanks for your time.
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