Error message when I introduce nonlinear variable definition

[RichardS]

Hi

I've created a simple linear optimisation model in AIMMS which works
fine. But when I introduce a nonlinear variable definition I get an
error message "CPLEX error: CPLEX cannot handle QCP models with
quadratic equality constraints. Warning: Model Status 13: Error no
solution, Solver status 9: Error: Setup failure"

I'm working with an academic licence which says I have "CPLEX (Full),
(32 sessions)" - and as far as I can see CPLEX Full includes QCP.

Can anyone help? Many thanks.

[Sergio Bruno]

when you create a defined variable in aimms, what really happens is
that AIMMS creates a variable, say MyVar and a constraint
MyVar_constraint.
if the definition of MyVar is x^2 then the constraint will be defined as:
MyVar = x^2+y^2

if I am not wrong, CPLEX can only handle QCP problems that may be
represented as second order cone problems (SOCP). this means that
cplex can only solve things like
MyVar <= x^2+y^2

this way, you have two paths:
1 - change your solver: use another solver for a broader class of NLP.
2 - change you modelling: so that it fits SOCP.

best,
Sergio

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