Is JSCIPOpt capable of constructing mixed integer semidefinite program (MISDP)? #48
Description
Dear friends,
I am formulating my problem as an MISDP in Java (it must be in Java because of the preliminary work). I want to solve it using SCIP-SDP. However, I am slightly confused about your Java programming interfaces (JSCIPOpt). So, I have several questions to ask. Thanks a lot!
- Is JSCIPOpt capable of constructing MISDP using SCIP-SDP? If not, does it mean that I can only use other interfaces of SCIP such as C or Matlab?
- An alternative way of constructing MISDP, but not sure whether it is recommended, is as follows: (1) write an SDP using the Java interface of Mosek (which I know is well-supported), (2) write the SDP problem to a .cbf file by Mosek, (3) directly modify the .cbf file to add in integrality constraints to certain variables, (4) call SCIP-SDP to solve the new .cbf file.
I am looking for a direct interface as described in 1 and unwilling to do 2. As you can see, 2 involves file operation, which will be time-consuming because I need to solve millions of problems.
Thanks again!