Decision Optimization

Decision Optimization

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Positive Definite Diagonal QP problem is declared unbounded

  • 1.  Positive Definite Diagonal QP problem is declared unbounded

    Posted Sun July 13, 2014 10:18 AM

    Originally posted by: domokane


    I am using CPLEX via python to minimise a quadratic function which has only diagonal elements which are all strictly positive.

    The problem has 50 free variables.

    This should be a trivial problem for CPLEX to solve and I understand that Mosek solves it easily.

    However CPLEX says that the error staus is unbounded.

    I attach the lp file.

    Can someone tell me what is going wrong. Thanks.


    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Positive Definite Diagonal QP problem is declared unbounded

    Posted Mon July 14, 2014 01:15 PM

    In case you missed it, see the answer to the other thread you created here.

     


    #CPLEXOptimizers
    #DecisionOptimization


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