Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.


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  • 1.  Does CPLEX handle MIQPs whose objective is not positive-definite?

    Posted 04/01/13 10:35 PM

    Originally posted by: SystemAdmin


    Hi everyone,

    Does CPLEX handle MIQPs whose objective is not positive-definite?
    I have mixed quadratic terms with one discrete and one continuous variable.

    I tried switching SolutionTarget but still get Error 5002.

    Kind regards,
    Count von Count
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Does CPLEX handle MIQPs whose objective is not positive-definite?

    Posted 04/02/13 12:14 PM

    Originally posted by: SystemAdmin


    If you relax your MIQP, does a solution target of 2 work?

    Regards,
    Vivek.
    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: Does CPLEX handle MIQPs whose objective is not positive-definite?

    Posted 04/03/13 06:39 AM

    Originally posted by: SystemAdmin


    The solution target parameter applies only to continuous problems, see the parameters documentation.
    So the error you see is expected for non-continuous problems.
    #CPLEXOptimizers
    #DecisionOptimization


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