ILOG CPLEX 11.0 User's Manual

Detecting Problem TypeILOG CPLEX detects the type of your QCP model according to various criteria.◆ Concert Technology and QCP Problem Type on page 243◆ Callable Library and QCP Problem Type on page 243◆ Interactive Optimizer and QCP Problem Type on page 243◆ File Formats and QCP Problem Type on page 243Concert Technology and QCP Problem TypeConcert Technology treats all models as capable of containing quadratic constraints. In otherwords, applications written in Concert Technology are capable of handling quadraticconstraints. These constraints can be added or deleted at will in your application. Whenextracting a model with a quadratic constraint, IloCplex will automatically detect it as aQCP and make the required adjustments to its internal data structures.Callable Library and QCP Problem TypeWhen routines of the Callable Library read a problem from a file, they are capable ofdetecting quadratic constraints. If they detect a quadratic constraint in the model they read,Callable Library routines will automatically set the problem type as QCP. If there are noquadratic constraints, then Callable Library routines consider whether there are anyquadratic coefficients in the objective function. If there is a quadratic term in the objectivefunction, then Callable Library routines automatically set the problem type as QP, asexplained in Changing Problem Type in QPs on page 232.Interactive Optimizer and QCP Problem TypeIn the Interactive Optimizer, a problem containing a quadratic constraint, as denoted bysquare brackets, is automatically identified as QCP when the problem is read from a file orentered interactively.File Formats and QCP Problem TypeILOG CPLEX supports the definition of quadratic constraints in SAV files with the .sav fileextension, in LP files with the .lp file extension, and in MPS files with the .mps fileextension. In LP files, you can state your quadratic constraints in the subject to section ofthe file. For more detail about representing QPC models in MPS file format, see theILOG CPLEX File Format Reference Manual, especially the section QuadraticallyConstrained Programs (QCP) in MPS Files on page 27. Here is a sample of a file includingquadratic constraints in MPS format.ILOG CPLEX 11.0 — USER’ S MANUAL 243