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
#CPLEXOptimizers#DecisionOptimization