Mixed integer programming with quadratic obj and quadratic constraints?

Question

I was trying to use cplex for matlab to solve my optimization problem. However, It seemed to me that cplex was only able to solve PURE integer programming problem with quadratic objective function and quadratic constraints. Well I can certainly use a fine grid to discretize my continuous parameters, but this is not my first option. My questions are: (1) Is this true? Or am I confused? (2) If my impression was correct, is anybody aware of some reliable solver capable of doing so? Thanks and appreciate it!

Answer 1

cplexmiqcp solves (well, I haven't tried it but this is what the documentation says) "quadratically constrained linear or quadratic integer programming problems." The variables are allowed to be "BICSN", i.e. binary, general integer, continuous, semi-continuous or semi-integer.