MIQL: A Fortran Subroutine for Convex Mixed-Integer Quadratic Programming -
T. Lehmann, K. Schittkowski, Report, Department of Computer Science, University of Bayreuth (2013)
The Fortran subroutine MIQL solves strictly convex mixed-integer quadratic programming problems subject to linear equality and inequality constraints by a branch-and-cut method. At the root node of the branch-and-bound search tree, disjunctive and complemented mixed-integer rounding cuts are generated. The continuous subproblem solutions are obtained by the primal-dual method of Goldfarb and Idnani, see QL. The code is designed for solving small to medium size mixed-integer programs. Its usage is outlined and an illustrative example is presented.
To download the report, click here: MIQL.pdf