MISQP (Mixed-Integer Sequential Quadratic Programming) is a solver for nonlinear optimization. MISQP can be used to solve convex and nonconvex nonlinear smooth optimization problems.
As a special feature MISQP can also handle integer variables. The considered general MINLP (Mixed-Integer NonLinear Programming) problem has the form:
where f and g are twice continuously differentiable functions.
MISQP is designed for problems where the integer variables have a smooth influence on the model funtions, i.e., that function values do not change drastically when in- or decrementing an integer variable.
It is not assumed that integer variables are relaxable, i.e., problem functions are evaluated only at integer points.
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