Re: [exitflag meaning]

[Jonathan Currie]

Hi,

If you have a look at Example 3 on https://inverseproblem.co.nz/OPTI/index.php/Probs/QP, then you can check the Eigenvalues of the Hessian matrix to determine whether your problem is convex. Remember that your Hessian matrix must be symmetric for this test to work (and should be as well for virtually all QP solvers).

If you are still getting this error, then try a different solver (e.g. SCIP, or use IPOPT to solve as an NLP - see Example 4 https://inverseproblem.co.nz/OPTI/index.php/Probs/QCQP) and see if you still get an error. I'm not sure exactly why CPLEX has this error, but increasing the solver output (via the 'iter' setting) may also help debug.

Regards,

Jonathan

On Sun, Oct 14, 2018 at 10:21 PM LeonelLizama <leonel...@alumnos.usm.cl> wrote:

Hello,

I'm not quite an expert in optimization problems so please be patient.

I was trying  to solve a problem  characterized as a Quadratically Constrained Linear Program (QCLP) by the OPTI toolbox, then it solved the problem by CPLEX  solver using the clpex:barrier method.

The problem is that in the end the exit-flag showed the number '-6'  that means  a non-optimal solution. As far as i know the problem that im solving is convex, and i'm pretty sure that is not an issue with the number of iterations or the time of solving, so i don't know why the solver show this non-optimal solution.

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[LeonelLizama]

Hi, thanks for the help  i've already solve the problem!!

neverthless i still don't know what does it mean the exitflag with -6 value, any idea? i've already look in to your page but i couldn't find any information.

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