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CPLEX Error 5002: Q is not positive semi-definite

  • 1.  CPLEX Error 5002: Q is not positive semi-definite

    Posted Sun August 11, 2013 10:54 AM

    Originally posted by: luluhung


    Hello， everyone！
    When I execute my problem, an error message "CPLEX Error 5002: Q in psglength(1)' is not positive semi-definite" comes out! Can anyone tell me how to sovle this problem? The attached file is my model.

    I've checked all of variables are right.  Thanks.


    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: CPLEX Error 5002: Q is not positive semi-definite

    Posted Sun August 11, 2013 08:09 PM

    Your psglength constraints have the form (sum of products of variables) = constant. The left side is a quadratic function, and is not positive semidefinite. CPLEX only handles quadratic constraints of the form (positive semidefinite express <= RHS) or what are called second order cone constraints. Your constraint is neither, and in fact makes the feasible region non-convex.

    The CPLEX user manual has a section on what sorts of quadratic constraints are allowed.

    Paul


    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: CPLEX Error 5002: Q is not positive semi-definite

    Posted Sat August 17, 2013 03:59 AM

    Originally posted by: luluhung


    Thanks!


    #CPLEXOptimizers
    #DecisionOptimization


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