Does HiGHS support convex MIQP

[ValentinKaisermayer]

I'm no expert on this, but if a solver can do MILP and convex QPs can it do convex MIQP? At least in theory?

[jajhall]

No, HiGHS does not support convex MIQP.

If a solver can do MILP and convex QPs can it do convex MIQP? At least in theory?

In theory, yes, but not in practice!

We've discussed extending HiGHS to convex MIQP - by linearizing all the bilinear terms in the objective and leveraging the power of our MI(L)P solver - but we don't have the resources.

[ValentinKaisermayer]

Via a PWA for each term?

[jajhall]

Yes