Decision Optimization

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Convex QP inconsistencies using the concurrent optimizer

  • 1.  Convex QP inconsistencies using the concurrent optimizer

    Posted Fri April 18, 2014 03:00 PM

    Originally posted by: Andres Codas


    Hi,

    I'm solving a sequence of QP problems using the concurrent optimizer.  At each iteration I remove some constraints and add others.  All Qp's are feasible by construction.

    My problem is that Dual-simplex returns first, giving a solution status "unbounded", while  If I solve the problem using the barrier optimizer it returns an optimal solution.

    Questions:

    1. A convex QP can never be unbounded.  I guess Cplex should rather report the problem as infeasible.  Isn't it?

    2. How can I make cplex wait for the solution given by the barrier optimizer in this case?.

    3. If I know that the problem is bounded and feasible, and cplex is returning an inconsistent solution due to numerical difficulties, is there any way how can I control Cplex to avoid these inconsistent answers? 

    Thanks!

    Andres


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