Decision Optimization

Decision Optimization

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  • 1.  error5002:q16535 is not convex

    Posted 08/18/15 06:04 AM

    Originally posted by: workman


    Hello,everyone

    Could someone please help me how to solve the next problem? 

    B_i_j, e_i_j and t are integer variables (b_i_j<e_i_j), q_t_i_j is a binary variables, I want to achieve

    when b_i=<t<=e_i, get q_i=1.

    So I added constraints to Cplex(version 12.6.2):

    {(e[i][j]-t) * (t-b[i][j]) <=q[t][i][j]*M;}   (M is a sufficiently large number)

    Running results show that:error5002,q16535, is not convex , the other constraint conditions tested, no problem.

    What should i do, or how to change the constraints?Thanks in advantage!

     the constrain is not  positive semidefinite express, i change the constrain again like this(t-b[i][j])*(t-b[i][j])>=1-q[t][i][j],but the error message show again.


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  • 2.  Re: error5002:q16535 is not convex

    Posted 08/18/15 04:07 PM

    I'm going to suppress all subscripts and let you fill them in. I assume want you actually want (which is not exactly what you wrote is b <= t <= e if and only if q = 1.

    Introduce two more binary variables (r, s) with the constraint q + r + s = 1. r signals if t < b and s signals if t > e. For constraints, use:

    • t <= e + M(1-q)
    • t >= b - M(1-q)
    • t <= b - 1 + M(1-r)
    • t >= e + 1 - M(1-s).

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  • 3.  Re: error5002:q16535 is not convex

    Posted 08/19/15 11:31 PM

    Originally posted by: workman


    That's amazing.I really appreciate for your reply.Your answer is really i want.Thank you very much!!!


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