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Error Code 5002,but export the model to lingo, it can be solved(MIP)

  • 1.  Error Code 5002,but export the model to lingo, it can be solved(MIP)

    Posted 10/24/08 10:50 AM

    Originally posted by: SystemAdmin


    [jeodyj said:]

    I use Cplex9.0 to build a MIP model. While using cplex.solve(), it throw new Exception:"CPLEX Error 5002: Q is not positive semi-definite."
    I export the model into a file "model.lp" by using cplex.ExportModel() method. And then I use the Lingo11.0 to solve this model, it works well without any error, and the result is good.
    I don't what's wrong with this model. It's wrong in Cplex, but it's right in lingo.
    Here is the model file:

    model file exported by Cplex:
    [url=http://bbs.sjtu.edu.cn/file/Algorithm/122476478316543.lp]http://bbs.sjtu.edu.cn/file/Algorithm/122476478316543.lp[/url]

    the model in lingo:
    [url=http://bbs.sjtu.edu.cn/file/Algorithm/122476486616900.lg4]http://bbs.sjtu.edu.cn/file/Algorithm/122476486616900.lg4[/url]


    \Problem name: model.lp

    Maximize
    obj: 50 IloX0 + 50 IloX1 + 50 IloX2 + 60 IloX3 + 60 IloX4 + 60 IloX5
    + 60 IloX6 + 40 IloX7 - 430 IloX64 + [ 18 IloX0 * IloX8 + 18 IloX0 * IloX9
    + 18 IloX0 * IloX10 + 12 IloX0 * IloX27 + 12 IloX0 * IloX28
    + 20 IloX0 * IloX42 + 20 IloX0 * IloX43 + 26 IloX1 * IloX11
    + 20 IloX1 * IloX29 + 20 IloX1 * IloX30 + 20 IloX1 * IloX31
    + 20 IloX1 * IloX32 + 30 IloX1 * IloX44 + 30 IloX1 * IloX45
    + 38 IloX2 * IloX12 + 30 IloX2 * IloX33 + 30 IloX2 * IloX34
    + 30 IloX2 * IloX35 + 40 IloX2 * IloX46 + 40 IloX2 * IloX47
    + 40 IloX2 * IloX48 + 16 IloX3 * IloX13 + 16 IloX3 * IloX14
    + 12 IloX3 * IloX36 + 12 IloX3 * IloX37 + 12 IloX3 * IloX38
    + 20 IloX3 * IloX49 + 20 IloX3 * IloX50 + 26 IloX4 * IloX15
    + 26 IloX4 * IloX16 + 26 IloX4 * IloX17 + 18 IloX4 * IloX39
    + 30 IloX4 * IloX51 + 30 IloX4 * IloX52 + 30 IloX4 * IloX53
    + 14 IloX5 * IloX18 + 14 IloX5 * IloX19 + 14 IloX5 * IloX20
    + 14 IloX5 * IloX21 + 20 IloX5 * IloX54 + 20 IloX5 * IloX55
    + 20 IloX5 * IloX56 + 26 IloX6 * IloX22 + 26 IloX6 * IloX23
    + 26 IloX6 * IloX24 + 30 IloX6 * IloX57 + 30 IloX6 * IloX58
    + 30 IloX6 * IloX59 + 30 IloX6 * IloX60 + 38 IloX7 * IloX25
    + 38 IloX7 * IloX26 + 32 IloX7 * IloX40 + 32 IloX7 * IloX41
    + 40 IloX7 * IloX61 + 40 IloX7 * IloX62 + 40 IloX7 * IloX63 ] / 2
    Subject To
    IloC0:  IloX8 + IloX9 + IloX10 + IloX27 + IloX28 + IloX42 + IloX43 <= 10<br /> IloC1:  21474836 IloX0 - IloX8 - IloX9 - IloX10 - IloX27 - IloX28 - IloX42
            - IloX43 >= -9
    IloC2:  - 21474836 IloX0 + IloX8 + IloX9 + IloX10 + IloX27 + IloX28 + IloX42
            + IloX43 >= -21474826
    IloC3:  IloX11 + IloX29 + IloX30 + IloX31 + IloX32 + IloX44 + IloX45 <= 20<br /> IloC4:  21474836 IloX1 - IloX11 - IloX29 - IloX30 - IloX31 - IloX32 - IloX44
            - IloX45 >= -19
    IloC5:  - 21474836 IloX1 + IloX11 + IloX29 + IloX30 + IloX31 + IloX32 + IloX44
            + IloX45 >= -21474816
    IloC6:  IloX12 + IloX33 + IloX34 + IloX35 + IloX46 + IloX47 + IloX48 <= 15<br /> IloC7:  21474836 IloX2 - IloX12 - IloX33 - IloX34 - IloX35 - IloX46 - IloX47
            - IloX48 >= -14
    IloC8:  - 21474836 IloX2 + IloX12 + IloX33 + IloX34 + IloX35 + IloX46 + IloX47
            + IloX48 >= -21474821
    IloC9:  IloX13 + IloX14 + IloX36 + IloX37 + IloX38 + IloX49 + IloX50 <= 20<br /> IloC10: 21474836 IloX3 - IloX13 - IloX14 - IloX36 - IloX37 - IloX38 - IloX49
            - IloX50 >= -19
    IloC11: - 21474836 IloX3 + IloX13 + IloX14 + IloX36 + IloX37 + IloX38 + IloX49
            + IloX50 >= -21474816
    IloC12: IloX15 + IloX16 + IloX17 + IloX39 + IloX51 + IloX52 + IloX53 <= 30<br /> IloC13: 21474836 IloX4 - IloX15 - IloX16 - IloX17 - IloX39 - IloX51 - IloX52
            - IloX53 >= -29
    IloC14: - 21474836 IloX4 + IloX15 + IloX16 + IloX17 + IloX39 + IloX51 + IloX52
            + IloX53 >= -21474806
    IloC15: IloX18 + IloX19 + IloX20 + IloX21 + IloX54 + IloX55 + IloX56 <= 10<br /> IloC16: 21474836 IloX5 - IloX18 - IloX19 - IloX20 - IloX21 - IloX54 - IloX55
            - IloX56 >= -9
    IloC17: - 21474836 IloX5 + IloX18 + IloX19 + IloX20 + IloX21 + IloX54 + IloX55
            + IloX56 >= -21474826
    IloC18: IloX22 + IloX23 + IloX24 + IloX57 + IloX58 + IloX59 + IloX60 <= 15<br /> IloC19: 21474836 IloX6 - IloX22 - IloX23 - IloX24 - IloX57 - IloX58 - IloX59
            - IloX60 >= -14
    IloC20: - 21474836 IloX6 + IloX22 + IloX23 + IloX24 + IloX57 + IloX58 + IloX59
            + IloX60 >= -21474821
    IloC21: IloX25 + IloX26 + IloX40 + IloX41 + IloX61 + IloX62 + IloX63 <= 20<br /> IloC22: 21474836 IloX7 - IloX25 - IloX26 - IloX40 - IloX41 - IloX61 - IloX62
            - IloX63 >= -19
    IloC23: - 21474836 IloX7 + IloX25 + IloX26 + IloX40 + IloX41 + IloX61 + IloX62
            + IloX63 >= -21474816
    q1: [ 40 IloX0 * IloX8 + 40 IloX1 * IloX11 + 40 IloX2 * IloX12
        + 40 IloX3 * IloX13 + 40 IloX4 * IloX15 + 40 IloX5 * IloX18
        + 40 IloX6 * IloX22 + 40 IloX7 * IloX25 ] <= 1000<br /> q2: [ 40 IloX0 * IloX9 + 40 IloX1 * IloX44 + 40 IloX2 * IloX46
        + 40 IloX3 * IloX14 + 40 IloX4 * IloX16 + 40 IloX5 * IloX19
        + 40 IloX6 * IloX23 + 40 IloX7 * IloX26 ] <= 1000<br /> q3: [ 40 IloX0 * IloX10 + 40 IloX1 * IloX45 + 40 IloX2 * IloX47
        + 40 IloX3 * IloX49 + 40 IloX4 * IloX17 + 40 IloX5 * IloX20
        + 40 IloX6 * IloX24 + 40 IloX7 * IloX61 ] <= 1000<br /> q4: [ 40 IloX0 * IloX42 + 40 IloX1 * IloX29 + 40 IloX2 * IloX48
        + 40 IloX3 * IloX50 + 40 IloX4 * IloX51 + 40 IloX5 * IloX21
        + 40 IloX6 * IloX57 + 40 IloX7 * IloX62 ] <= 1000<br /> q5: [ 40 IloX0 * IloX43 + 40 IloX1 * IloX30 + 40 IloX2 * IloX33
        + 40 IloX3 * IloX36 + 40 IloX4 * IloX52 + 40 IloX5 * IloX54
        + 40 IloX6 * IloX58 + 40 IloX7 * IloX63 ] <= 1000<br /> q6: [ 40 IloX0 * IloX27 + 40 IloX1 * IloX31 + 40 IloX2 * IloX34
        + 40 IloX3 * IloX37 + 40 IloX4 * IloX53 + 40 IloX5 * IloX55
        + 40 IloX6 * IloX59 + 40 IloX7 * IloX40 ] <= 1000<br /> q7: [ 40 IloX0 * IloX28 + 40 IloX1 * IloX32 + 40 IloX2 * IloX35
        + 40 IloX3 * IloX38 + 40 IloX4 * IloX39 + 40 IloX5 * IloX56
        + 40 IloX6 * IloX60 + 40 IloX7 * IloX41 ] <= 1000<br />Bounds
    0 <= IloX0 <= 1<br /> 0 <= IloX1 <= 1<br /> 0 <= IloX2 <= 1<br /> 0 <= IloX3 <= 1<br /> 0 <= IloX4 <= 1<br /> 0 <= IloX5 <= 1<br /> 0 <= IloX6 <= 1<br /> 0 <= IloX7 <= 1<br />      IloX8 >= 0
          IloX9 >= 0
          IloX10 >= 0
          IloX11 >= 0
          IloX12 >= 0
          IloX13 >= 0
          IloX14 >= 0
          IloX15 >= 0
          IloX16 >= 0
          IloX17 >= 0
          IloX18 >= 0
          IloX19 >= 0
          IloX20 >= 0
          IloX21 >= 0
          IloX22 >= 0
          IloX23 >= 0
          IloX24 >= 0
          IloX25 >= 0
          IloX26 >= 0
          IloX27 >= 0
          IloX28 >= 0
          IloX29 >= 0
          IloX30 >= 0
          IloX31 >= 0
          IloX32 >= 0
          IloX33 >= 0
          IloX34 >= 0
          IloX35 >= 0
          IloX36 >= 0
          IloX37 >= 0
          IloX38 >= 0
          IloX39 >= 0
          IloX40 >= 0
          IloX41 >= 0
          IloX42 >= 0
          IloX43 >= 0
          IloX44 >= 0
          IloX45 >= 0
          IloX46 >= 0
          IloX47 >= 0
          IloX48 >= 0
          IloX49 >= 0
          IloX50 >= 0
          IloX51 >= 0
          IloX52 >= 0
          IloX53 >= 0
          IloX54 >= 0
          IloX55 >= 0
          IloX56 >= 0
          IloX57 >= 0
          IloX58 >= 0
          IloX59 >= 0
          IloX60 >= 0
          IloX61 >= 0
          IloX62 >= 0
          IloX63 >= 0
          IloX64 = 1
    Binaries
    IloX0  IloX1  IloX2  IloX3  IloX4  IloX5  IloX6  IloX7
    Generals
    IloX8  IloX9  IloX10  IloX11  IloX12  IloX13  IloX14  IloX15  IloX16  IloX17
    IloX18  IloX19  IloX20  IloX21  IloX22  IloX23  IloX24  IloX25  IloX26
    IloX27  IloX28  IloX29  IloX30  IloX31  IloX32  IloX33  IloX34  IloX35
    IloX36  IloX37  IloX38  IloX39  IloX40  IloX41  IloX42  IloX43  IloX44
    IloX45  IloX46  IloX47  IloX48  IloX49  IloX50  IloX51  IloX52  IloX53
    IloX54  IloX55  IloX56  IloX57  IloX58  IloX59  IloX60  IloX61  IloX62
    IloX63
    End

    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Error Code 5002,but export the model to lingo, it can be solved(MIP)

    Posted 10/28/08 08:08 AM

    Originally posted by: SystemAdmin


    [MaryFenelon said:]

    Check out the Quadratic Programming section of the CPLEX FAQ using the pointer in the first Forum entry.  It has a question similar to yours, and points to a small CPLEX Callable Library application that can be used to find the cause of the problem. 
    #CPLEXOptimizers
    #DecisionOptimization