CPLEX cannot handle QCP models with quadratic equality constraints.

[Raza Khan]

Hi,

I am getting the following 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.

One of my constraint is as under:

(i,j)|i<>j

sum(v,PalletsDelivered(v,i,j)*VehicleUsed(v,i,j))+sum(v,PalletsPickedUP(v,j,i)*VehicleUsed(v,j,i))>=Demand(i,j)

Can someone please tell me how to solve this issue.

Kind regards,

Raza S. Khan

[attia...@yahoo.com]

Dear khan, 

Your model has the constraint you mentioned that has a polynomial of second order. So it is a quadratic constraint problem QCP. Use different solver other than CPLEX that can solve QCP

Regards,

Yosra

Sent from my iPhone

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[Marcel Hunting]

Hi,

CPLEX can handle QCP models if its quadratic constraints have the format as shown in section SOCP in the AIMMS-CPLEX help.

The constraint that you are showing is not an equality constraint so the error message seems incorrect unless your model contains another quadratic constraint that is an equality. If that is not the case then we would like to investigate your project; could you then please send it to our support (or post it here)?

If VehicleUsed is a variable and either PalletsDelivered or PalletsPickedUP is a variable (or both) then the constraint shown is a quadratic constraint that cannot be handled by CPLEX.

Best regards,

Marcel Hunting

AIMMS Software Developer

[Raza Khan]

Hi,

VehiclesUsed, PalletsDelivered & PalletsPickekUP all are variables; whereas, Demand is a parameter. In case if CPLEX can't handle it then which other solver can be used to solve this problem. I have changed the solver but getting similar error messages.

Regards,

Raza Khan

Warning: Model status 13: Error no solution, Solver status 10: Error: Solver failure.

CPLEX error: CPLEX cannot handle QCP models with quadratic equality constraints.

Warning: Model status 13: Error no solution, Solver status 9: Error: Setup failure.

GUROBI error: GUROBI cannot handle QCP models with quadratic equality constraints

GUROBI error: 

MOSEK error: MOSEK cannot handle QCP models with equality constraints

Warning: After zero iterations MOSEK 6.0 concluded that MinimizeTotalVehicles is infeasible.

[Marcel Hunting]

Hi,

The model that you kindly sent us showed that the model indeed contains quadratic equality constraints. None of the linear solvers in AIMMS (CPLEX, Gurobi, Mosek) can handle quadratic equality constraints. The only solver currently supported by AIMMS that can handle these kind of constraints is the (global nonlinear) solver BARON.

However, after investigating your model it turned out that your problem can be formulated without using quadratic constraints.

Best regards,

Marcel

[Ludwig Chincarini]

Hi - I'm working on something similar with the need for a quadratic equality constraint - could you email me to discuss?  lbchin...@usfca.edu

Thanks,

LC

[Marcel Hunting]

Hi,

I am not sure whom should contact you but if you need help with AIMMS then the normal procedure is to post your question here or send an e-mail to our support.

Best regards,

Marcel Hunting

AIMMS