Originally posted by: A.Talebian

Hello everybody

I'm running CPLEX toolbox in MATLAB for a Binary Quadratic Minimization problem. I'm using cplexmiqp (cplex mixed integer quadratic programming) toolbox.

I defined all variables Integer and set the lower-bound and upper-bound of all variables 0 and 1, respectively. So, the problem would be:

Min f'*x+1/2*x'*H*x

s.t    A1*x<= b1

        A2*x=b1

And I should note that all of the elements of f and H are positive. Theoretically, the objective function is positive but Matlab returns negative objective function! And more interestingly, when I calculate f'*x+1/2*x'*H*x, the value is different to the reported objective function (fval) by Matlab!!!

Is there any body who have seen the similar thing or could help me.

PS: This issue occurs only for some specific some of the amounts for the elements of matrix H. Only for very large numbers in H!

Thanks,

Ahmadreza

Since the problem only occurs for very large numbers of H this may be a numerical issue. Could you attach your problem data here? What is the value of 'exitflag' that is returned by cplexmiqp?