Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.


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  • 1.  A question for a quadratic program

    Posted 08/14/15 03:12 AM

    Originally posted by: 9050_Zhihai_Zhang


    Using cplex 1251, I solved a quadratic program that has a linear objective function and two conic quadratic constraints. CPLEX reported a feasible solution. After that, I checked the slack variable associated with one of the conic quadratic constraints and found that the corresponding constraint (>=0) is infeasible, that is, the value of LHS obtained manually is less than zero (slack variable >0). What's problem?


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  • 2.  Re: A question for a quadratic program

    Posted 08/14/15 03:21 PM

    How did you check the slack, and how large was the violation?


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  • 3.  Re: A question for a quadratic program

    Posted 08/16/15 07:45 PM

    Originally posted by: 9050_Zhihai_Zhang


    I exorted the model to a .lp file and read it into the interactive optimizer of CPLEX. After solving it, I displayed the solution of qcslacks. The violation is about -0.2~-0.4.


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  • 4.  Re: A question for a quadratic program

    Posted 08/17/15 01:24 AM

    That indeed looks odd. Can you export your model to a SAV file and post it here?


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  • 5.  Re: A question for a quadratic program

    Posted 08/17/15 02:52 AM

    Originally posted by: 9050_Zhihai_Zhang


    I have  found my error. Thanks.


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