Decision Optimization

Decision Optimization

Delivers prescriptive analytics capabilities and decision intelligence to improve decision-making.

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  • 1.  Multiplication of decision variables java cplex

    Posted Mon April 29, 2013 04:12 AM

    Originally posted by: Manos88


    Hello!

    I'm solving a minimization problem and in my objective function I need to multiply two decision variables. So I have a quadratic expression:

    quad.addTerm(1 , price[i][j], y[i][j]).

    When I run this I get an error: 5002: Q in 'q1' is not positive semi-definite.

    The decision variables are >=0 and the arrays have the same size. Why does this error appear?

    Thanks


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  • 2.  Re: Multiplication of decision variables java cplex

    Posted Mon April 29, 2013 07:30 AM

    This error appears because your objective function not positive semidefinite.

    Maybe this chapter in the user manual can help you to understand the issue.

    Note that the matrix in the objective function must be positive semidefinite. It is not sufficient that the objective function on the domain of the variables is non-negative.


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  • 3.  Re: Multiplication of decision variables java cplex

    Posted Mon April 29, 2013 08:19 AM

    Originally posted by: Manos88


    In my objective function I have terms of the form x*y, where x and y are IloNumVars. I changed my solution target to 2, but the problem still exists.


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  • 4.  Re: Multiplication of decision variables java cplex

    Posted Thu May 02, 2013 03:52 AM

    Do you have any integral variables in your model or are all variable continuous?


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