Originally posted by: sandeepsinghchauhan

I am new for cplex to do quadratic programming and i have  a problem in it to define ct1

dvar float x[0..3] in 0..50;
maximize
x[0] + 2 * x[1] + 3 * x[2] - 0.5 *
( 33*x[0]^2 + 22*x[1]^2 + 11*x[2]^2 - 12*x[0]*x[1] - 23*x[1]*x[2] + x[3] );

subject to {

ct1:      x[1]>=3 => x[1]^2 <= 20;
ct2:      x[0] - 3 * x[1] + x[2] <= 30;

}

ERROR
CPLEX Error  5002: 'q1' is not convex

please help

Hi,

can you rewrite ct1 into

ct1:      x[1]>=3 => abs(x[1]) <= sqrt(20);

?

regards

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Originally posted by: sandeepsinghchauhan

ct1:      x[1]>=3 => x[1]^2 + x[2] + X[1]*X[2] <= 20;

Hi,

then you could try with CP:

using CP;
 
 execute
 {
 cp.param.timelimit=10;
 }
 
 int scale=10000;
 
 dvar int scalex[0..3] in 0..50*scale;
 
 dexpr  float x[i in 0..3]=scalex[i]/scale;
 
 
maximize
x[0] + 2 * x[1] + 3 * x[2] - 0.5 *
( 33*x[0]^2 + 22*x[1]^2 + 11*x[2]^2 - 12*x[0]*x[1] - 23*x[1]*x[2] + x[3] );

subject to {

 

ct1:   x[1]>=3 => x[1]^2 + x[2] + x[1]*x[2] <= 20;
ct2:      x[0] - 3 * x[1] + x[2] <= 30;

}

regards