Decision Optimization

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mixed integer programming with non-convex quadratic constraint

  • 1.  mixed integer programming with non-convex quadratic constraint

    Posted Fri January 10, 2014 09:58 PM

    Originally posted by: emmyl


    Hi there,

    I am trying to implement a MIP with quadratic constraints. Unfortunately,  the Q in my quadratic constraint  

    a*x + x *Q *x <= rhs

    is negative-definite. You can think of x = [x1, x2], and my Q = [-1,1;1,-1].

    As anticipated, cplex reports error.  My questions are:

    1. Is there any trick to revise the coding so that cplex can handle?

    2. If not, is anybody aware of any other software that can handle this?

     

    Much thanks!


    #CPLEXOptimizers
    #DecisionOptimization


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