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CPLEX. QP. Error 1258 "No LU Factorization exists"

  • 1.  CPLEX. QP. Error 1258 "No LU Factorization exists"

    Posted Thu April 09, 2015 10:02 AM

    Originally posted by: Nikolay Kosarev


    After upgrading from CPLEX 12.5 to CPLEX 12.5.1, I started to get error 1258 "No LU Factorization exists" for the following quadratic program:

     

    min (x^2 + xy + y^2)

    subject to:

    x + y <= 4

    2x + y <= 6

     

    CPLEX 12.5 returns solution (0,0) for this problem.

    What has been changed in 12.5.1? I can't find anything relevant in the release notes.


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  • 2.  Re: CPLEX. QP. Error 1258 "No LU Factorization exists"

    Posted Fri April 17, 2015 03:26 AM

    Originally posted by: RWunderling


    the proper LP format file would look like this:

    min
    obj: [x^2 + x * y + y^2] / 2
    subject to
    c1:  x + y <= 4
    c2: 2x + y <= 6
    end
     

    which solves just fine under 12.5.1 as far as I can see.


    Roland


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