Mixed-Integer Sequential Quadratic Programming (MISQP) Technique

Mixed-Integer Sequential Quadratic Programming (MISQP) is a trust region–based method for solving problems that include integer and other discrete variables.

See Also
Configuring the Mixed-Integer Sequential Quadratic Programming (MISQP) Technique

Similar to other sequential quadratic programming methods, MISQP assumes that the objective function and constraints are continuously differentiable.

In addition, MISQP assumes that the objective and constraint functions are smooth with respect to the integer variables. Unlike other mixed-integer methods, MISQP does not relax the integer variables. MISQP uses a branch-and-bound procedure for solving each of the successive mixed-integer quadratic programs (MIQP). MISQP guarantees convergence for convex problems and produces good results for non-convex problems.