Decision Optimization

Decision Optimization

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


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  • 1.  Weird MIQCP issue

    Posted 09/04/13 09:11 PM

    Originally posted by: DanDeBlasio


    I have a MIPQCP that I am tying to solve.  In the setup I have a couple variables that are equal to the product of another two (i.e A = B*C, or A - B*C = 0)

    Its fine until I try to add a constraint on A.

    When I add c232 in 3tree-4.lp.bad it says

    "CPLEX Error  5002: Q in 'c226' is not positive semi-definite."

    but Q is a 0 matrix with 1 "1" entry, and it doesn't throw the error when the constraint on the other constraint isn't there.  Any insight into something I may be missing?


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  • 2.  Re: Weird MIQCP issue

    Posted 09/07/13 05:25 PM

    A only appears in c226 and c232. CPLEX is correct that your Q matrix in c226 is not positive semidefinite. Even if it were, I'm not sure that would not be enough, as it is an equation constraint. My guess (and I stress the word "guess") is that when c232 is omitted, CPLEX is able to eliminate c226 during presolve. When c232 is present, presolve fails to eliminate c226, and you get the (valid) error message.

    Paul


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