Decision Optimization

Decision Optimization

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  • 1.  multi-quadratic constraints problem for QCP

    Posted Sat August 30, 2014 06:41 AM

    Originally posted by: daxingxing


    I am using cplex for matlab, qcp sholver. Does the slover only permit one quadratic constraint? Because if you have several quadratic constraints, 'r' should be defined as a vector. But if I define 'r' as a vector, the solver would tell me it's wrong. And the examples are for single quadratic constraint, so, how to input the 'r' if you have multi quadratic constraints? Thanks!


    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: multi-quadratic constraints problem for QCP

    Posted Mon September 01, 2014 04:17 AM

    Originally posted by: daxingxing


    And, if the quadratic constraints number is too large, e.g. more than 100. Is it necessary to input the matrix 'Q' manually? Thanks!!


    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: multi-quadratic constraints problem for QCP

    Posted Mon September 15, 2014 10:30 AM

    It is not required to input Q manually. You can use any matlab code to create matrix Q.


    #CPLEXOptimizers
    #DecisionOptimization


  • 4.  Re: multi-quadratic constraints problem for QCP

    Posted Mon September 15, 2014 10:30 AM

    CPLEX supports more than a single quadratic constraint. Maybe you can show us the offending code?


    #CPLEXOptimizers
    #DecisionOptimization


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