Originally posted by: Vincent.1

Hi,

I tried the cplexmiqpex.m example in matlab, and I found that if I remove the equality constraints Aeq and beq, matlab will give me an error saying that:

??? Error using ==> cplexmiqp at 199
Error: H not a valid H matrix

But if I add Aeq and beq back then it gives the correct answer. I would like to solve the mixed integer quadratic problem without any constraints. Could anyone help me with my problem? Thanks a lot in advance!

Best regards,
Vincent
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: John Cui

Did you try to use [] to replace Aineq, bineq, Aeq, and beq in your matlab script if you don't want to add constraints in cplexmiqp?

John Cui
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#DecisionOptimization

Originally posted by: Vincent.1

Hi John,

Thanks for your reply. I did what you said but it still gave an error. Here is the code of the example cplexmiqpex.m. I only change the constraints to []:

function cplexmiqpex
% Use the function cplexmiqp to solve a mixed-integer quadratic programming problem
%
% The MIQP problem solved in this example is
%   Maximize  x1 + 2 x2 + 3 x3 + x4
%             - 0.5 ( 33x1*x1 + 22*x2*x2 + 11*x3*x3 - 12*x1*x2 - 23*x2*x3 )
%   Subject to
%      - x1 +   x2 + x3 + 10 x4 <= 20
%        x1 - 3 x2 + x3         <= 30
%               x2      - 3.5x4  = 0
%   Bounds
%        0 <= x1 <= 40
%        0 <= x2
%        0 <= x3
%        2 <= x4 <= 3
%   Integers
%       x4
 
% ---------------------------------------------------------------------------
% File: cplexmiqpex.m
% Version 12.2
% ---------------------------------------------------------------------------
% Licensed Materials - Property of IBM
% 5725-A06 5725-A29 5724-Y48 5724-Y49 5724-Y54 5724-Y55
% Copyright IBM Corporation 2008, 2010. All Rights Reserved.
%
% US Government Users Restricted Rights - Use, duplication or
% disclosure restricted by GSA ADP Schedule Contract with IBM Corp.
% ---------------------------------------------------------------------------
 
try
   % Since cplexmiqp solves minimization problems and the problem
   % is a maximization problem, negate the objective
   H = [33   6     0    0;
      6  22    11.5  0;
      0  11.5  11    0;
      0   0     0    0];
   f     = [-1 -2 -3 -1]';
   
   Aineq = [-1  1  1 10;
      1 -3  1  0];
   bineq = [20  30]';
   
   Aeq   = [0  1  0 -3.5];
   beq   =  0;
   
   lb    = [ 0;   0;   0; 2];
   ub    = [40; inf; inf; 3];
   ctype = 'CCCI';
   
   options = cplexoptimset;
   options.Diagnostics = 'on';
   
   [x, fval, exitflag, output] = cplexmiqp (H, f, [], [], [], [],...
      [], [], [], [], [], ctype, [], options);
 
   
   fprintf ('\nSolution status = %s \n', output.cplexstatusstring);
   fprintf ('Solution value = %f \n', fval);
   disp ('Values =');
   disp (x');
catch m
   disp(m.message);
end
end

Best,
Vincent
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: John Cui

I just checked cplexmiqp function in our current matlab connector, which need 4 input parameters at least,
however, as you found, it should be extended to support 2 parameters as inputs, so we will extend it in the future release.

Back to your problem, there is a work around to you: give zeros matrix and vector to Aineq and bineq when you call cplexmiqp without constraints.

John Cui
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: John Cui

And also, I tried

cplexmiqp(H,f,[],[])

by cplex optimization studio 12.2.0.2, it works fine. Then which version cplex are you using?

John Cui
#CPLEXOptimizers
#DecisionOptimization

Originally posted by: Vincent.1

Hi John,

I did what you suggested yesterday and it worked. I was using cplex optimization studio 12.2. I just updated to 12.2.0.2 and the problem is gone. I really appreciate your help!

Best regards,
Vincent
#CPLEXOptimizers
#DecisionOptimization