MIQPMixed-Integer Quadratic Programming
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With MIQP capability, portfolio managers can optimize portfolios when access to the market has to be made by share blocks, and can reduce the transaction costs associated with hold positions.
Xpress-SLP will have full modeling support within Xpress-Mosel and Xpress-IVE, and the full range of embedding and interfacing capabilities enjoyed by the LP/MIP/QP and MIQP optimizers already available within the Xpress-MP family.
The Gurobi Optimizer product has already been established as an industry leading optimization solution engine, providing LP, MILP, QP, and MIQP solvers.