Originally posted by: benehsv

Hi,

I have a problem with the CPLEX QP barrier optimization algorithm (the default QP algorithm). Unfortunately it fails to optimize the super simple program attached (Using default parameters). Why could that be? The simplex methods seams to work, but isn't simplex designed for LPs? Is there any parameters that I have to set?

Also the problem isn't unique to this particular instance but seems to occur if the feasible region is a single line, i.e. the sum of the variables is fixed.

Thanks 

PS: Is there a setting that tries one rootalg and if that fails tries the next one or do I have to program that automatically?

Could this be an issue with numerics? I tried your model here and it failed with barrier. Setting CPX_PARAM_NUMERICALEMPHASIS seemed to fix the issue. Can you try setting this parameter?

There is setting to ask CPLEX to try several algorithms in a row. You would have to code that up yourself.