Decision Optimization

Decision Optimization

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

 View Only
  • 1.  Solving MIQCP in CPLEX

    Posted Sun January 13, 2013 12:35 AM

    Originally posted by: SystemAdmin


    Dear All,

    I really need your help regarding a MIQCP in CPLEX. I formulated the problem and then tried to solve it in CPLEX but I am getting the following error:

    "CPLEX Error 5002: Q in 'id182' is not positive semi-definite."

    Is there any way to deal with this issue. I mean, if the constraints are not positive semi-definite, can we still solve the problem in CPLEX?

    I really appreciate your help. If you want me to send the code, I will send it. Here are some of the constraints:

    sum (t in Periods) X[t] Y[t]== sum (t in Periods) N[t];* where X[t] is a binary decision variable and Y[t] is an integer decision variable.
    #CPLEXOptimizers
    #DecisionOptimization


  • 2.  Re: Solving MIQCP in CPLEX

    Posted Sun January 13, 2013 02:35 AM

    Originally posted by: SystemAdmin


    The model in CPLEX is attached, any help will be appreciated.
    #CPLEXOptimizers
    #DecisionOptimization


  • 3.  Re: Solving MIQCP in CPLEX

    Posted Tue January 15, 2013 07:19 AM

    Originally posted by: SystemAdmin


    Is it OK to have this constraint in your model:
    If X[i] is zero then Y[i] must be zero.
    If X[i] is one then Y[i] must not be larger than 4.
    

    If this is correct for your model you can just add
    forall (t in Periods) Y[i] <= 4 * X[i];
    

    and replace the offending constraint by
    sum (t in Periods) Y[t]== sum (t in Periods) N[t];
    

    #CPLEXOptimizers
    #DecisionOptimization


  • 4.  Re: Solving MIQCP in CPLEX

    Posted Fri January 25, 2013 02:25 PM

    Originally posted by: SystemAdmin


    Thank you for help. I just figured it out.
    I have another question now: I have created a model in CPLEX 12.5 and want to call and solve the model from VBA in Excel, any idea?
    #CPLEXOptimizers
    #DecisionOptimization