Hello All,

I want to solve a small nonconvex quadratic problem (using the free version of CPLEX in Python environment) and I am not sure where the issue comes from. The nonconvex term is one of my constraints. I get CPLEX Error 5002 even though I set the optimality target parameter to 3. A screenshot of my code is attached.

Thank you for your support in advance,
Hossein

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Hossein Shahandeh
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#DecisionOptimization

According to the documentation, target setting 3 does not apply to quadratically constrained problems. As far as I know, CPLEX can only deal with nonconvex quadratic expressions in the objective function of a linearly constrained problem.

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Paul Rubin
Professor Emeritus
Michigan State University
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That is a bummer! Thanks for your quick and helpful comment, Paul. Really appreciate it!

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Hossein Shahandeh
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Original Message:
Sent: Fri May 28, 2021 02:46 PM
From: Paul Rubin
Subject: issue with solving a nonconvex problem with demo version

According to the documentation, target setting 3 does not apply to quadratically constrained problems. As far as I know, CPLEX can only deal with nonconvex quadratic expressions in the objective function of a linearly constrained problem.

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Paul Rubin
Professor Emeritus
Michigan State University
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