Originally posted by: SM7W_Cemre_Zor

Hi,

As far as I understood, in version 12.3 of Cplex, non-optimal solutions for nonconvex quadratic programming problems were proposed. However, although Im using version 12.3, matlab function cplexqp (under ...\IBM\ILOG\CPLEX_Studio_Preview123\cplex\matlab\x86_win32) is giving me the error of "hessian is not positive semi-definite" error. Am I missing something at this point?
Best Wishes,
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Originally posted by: SystemAdmin

You are correct. CPLEX 12.3 should indeed be able to solve for non-optimal solutions to indefinite QPs. However, to do this one will first need to set a parameter - SolutionTarget, to 2.

Could you try setting this parameter by adding the following lines before the cplexqp call and see if that helps:

options = cplexoptimset('cplex');
options.solutiontarget=2;

More on this parameter can be found in the following doc link:

http://publib.boulder.ibm.com/infocenter/cosinfoc/v12r3/index.jsp?topic=%2Filog.odms.cplex.help%2FContent%2FOptimization%2FDocumentation%2FOptimization_Studio%2F_pubskel%2Fps_refparameterscplex2350.html
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Originally posted by: SM7W_Cemre_Zor

Thanks a lot really, it did work. I wish this was made clearer in the documentations of v12.3 for people to make easy use of.
I appreciate your help.
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