Gurobi error 10020: Q matrix is not positive semi-definite (PSD)

[xinjun dong]

Hi, there

I am using MATLAB interface to use Gurobi solving an optimization problem. 

The quadratic constraints in the problem is not positive definite. Is there any way to allow it solved by Gurobi?

Any help will be appreciated. 

Thanks!

Xinjun

[Zengjian Hu]

yes, you may convert your problem to MIP via piecewise linear approximation and then try solve it using gurobi.

Jian

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[xinjun dong]

Thanks for the reply. If convenient, would you please provide some tutorial on the approximation?

Thanks,

在 2017年1月18日星期三 UTC-5下午7:46:02，zengjian写道：

yes, you may convert your problem to MIP via piecewise linear approximation and then try solve it using gurobi.

Jian

On Wed, Jan 18, 2017 at 7:55 AM, xinjun dong <xinju...@gmail.com> wrote:

Hi, there

I am using MATLAB interface to use Gurobi solving an optimization problem. 

The quadratic constraints in the problem is not positive definite. Is there any way to allow it solved by Gurobi?

Any help will be appreciated. 

Thanks!

Xinjun

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To unsubscribe from this group and stop receiving emails from it, send an email to gurobi+un...@googlegroups.com.