Decision Optimization

Decision Optimization

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CPLEX, QCQPs and YALMIP interface

  • 1.  CPLEX, QCQPs and YALMIP interface

    Posted 07/19/12 07:42 AM

    Originally posted by: SystemAdmin


    Hello,

    I just wanted to ask if there is any experience regarding the use of CPLEX in convex QCQP Problems? The solver seems to be capable to solve the primal problem but there are difficulties in returning the Lagrange Multipliers for the (Linear) equality constraints (NaN in Matlab, Interface is YALMIP). Is there any hope to get around this problem?

    Best, T
    #CPLEXOptimizers
    #DecisionOptimization


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