Q matrix is not positive semi-definite (PSD) only when computing IIS, no problems during optimization..

[Enrique Fernández]

Hello,

When trying to optimize an unfeasible SOCP model, Gurobi rightly reports that it is unfeasible.

However, computing the IIS with python complains that "Q matrix is not positive semi-definite (PSD)".

I'm pretty sure that's not the case. If it was, shouldn't Gurobi complain about it while optimizing?

In fact, changing one of the parameters of the original model (that plays no effect in the Q matrices, but makes the constraints easier to satisfy) lets Gurobi find the optimal solution easily and with no complaints of non PSD matrix.

Any ideas?

Thanks!

[Sonja Mars]

Hi,

Can you share the model file with us so that we can investigate? We would prefer a file in MPS format and compressed using zip or bzip2. If you don't want to share it here, you can send it directly to support[at]gurobi.com. If the file is too large for sending, please let us know.

Best regards,
Sonja Mars


----
Dr. Sonja Mars
Gurobi Optimization - Technical Support

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[Enrique Fernández]

Hi Sonja

I've just sent the model to the email address provided.

Steps to replicate the error:

1) m = read("gurobi_IIS_error.mps")

2) m.optimize()  -- Gurobi correctly reports that the model is infeasible

3) m.computeIIS()

Gurobi writes the following:

Computing Irreducible Inconsistent Subsystem (IIS)...


      Constraints           Bounds       Runtime
     Min       Max       Min      Max
------------------------------------------------
        0     1019         0      111         0s
IIS runtime: 0.54 seconds
---------------------------------------------------------------------------
GurobiError                               Traceback (most recent call last)
<ipython-input-30-2b624a0195f7> in <module>()
----> 1 m.computeIIS()


model.pxi in gurobipy.Model.computeIIS (../../src/python/gurobipy.c:45780)()


GurobiError: Q matrix is not positive semi-definite (PSD)

I'm sure that the matrices are PSD but, even if they weren't: shouldn't Gurobi report this error during optimize, and not during computeIIS?

Thanks!

Enrique

[Stefan S]

Was there any outcome? I have the same problem