To give another example - again only for illustrative purposes -- it is possible to do quadratic MIP with CBC. In this case, we make resolve the same as initialSolve. The full code is in ClpQuadInterface.hpp and ClpQuadInterface.cpp located in the CBC Samples directory, see Chapter 8, More Samples ).
Example 7.5. Solving a Quadratic MIP
// save cutoff
double cutoff = modelPtr_->dualObjectiveLimit();
modelPtr_->setDualObjectiveLimit(1.0e50);
modelPtr_->scaling(0);
modelPtr_->setLogLevel(0);
// solve with no objective to get feasible solution
setBasis(basis_,modelPtr_);
modelPtr_->dual();
basis_ = getBasis(modelPtr_);
modelPtr_->setDualObjectiveLimit(cutoff);
if (modelPtr_->problemStatus())
return; // problem was infeasible
// Now pass in quadratic objective
ClpObjective * saveObjective = modelPtr_->objectiveAsObject();
modelPtr_->setObjectivePointer(quadraticObjective_);
modelPtr_->primal(); // Th model has a quadratic objective,
// so this invokes quadratic primal.
modelPtr_->setDualObjectiveLimit(cutoff);
if (modelPtr_->objectiveValue()>cutoff)
modelPtr_->setProblemStatus(1);
modelPtr_->setObjectivePointer(saveObjective);
Rather than implementing all the method from scratch, we based the quadratic solver ClpQuadInteface on the linear programming solver OsiClpSolverInterface. This is a convenient approach to take when prototyping ideas. After the merit of an idea is proven, the user can decide is a more serious implementation is warranted.