cannot minimize negative number - Quadratic Constraint QP OPTI Solver - MATLAB

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sebasti...@gmail.com

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Apr 10, 2019, 2:10:05 PM4/10/19
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Currently, I am running Quadratic Constrained Quadratic Program using OPTI Solver the current code goes like this:

opt=opti('qp',Hdyn,fdyn,'lin',Adyn,ldyn,udyn,'bounds',xmindyn,xmaxdyn,'qc',Q,lq,qrldyn);
[x,fval,exitflag,info]=solve(opt);

I defined the linear equality/inequality matrix there with the corresponding 'l' and 'u' matrix then using the 'qc' option to define the quadratic constraint.
As far as it goes, here is the size of each matrix I used to optimize and the optimization status:

Status
-----------------
Total time  : 12 hour
Number of bus  : 20
Number of line  : 19
Number of generator : 9

Objective function
H matrix: 804 x 804
f matrix: 804 x 1

Linear Constraints
A matrix: 947 x 804
l matrix: 947 x 1
u matrix: 947 x 1

Objective value         : 20.308845 
Exit Status : Success 
Time  : 62.157521 
Algorithm  : IPOPT: Interior Point NL Solver 
 
Fuel cost: 0.110000.P^2 + 0.000000.P + 0.000000
Total cost: 1220.308845 

The problem is here: actually I defined the 'xmindyn' reaching until negative number (below zero) but the corresponding solver only solved for minimum zero and cannot decrease the value more than that. Here's the example output of the optimum value.

 Pg=[
    0.5420    0.5143    0.4977    0.4873    0.5254    0.5862    0.4270    0.4270    0.4270    0.4270    0.4270    0.4270
                                                                          %should be negative from this column but only showed zero
    0.0600    0.0600    0.0600    0.0600    0.0600    0.0600    0.0279    0.0000    0.0000    0.0000    0.0000    0.0000
    0.0600    0.0600    0.0600    0.0600    0.0600    0.0600    0.0279    0.0000    0.0000    0.0000    0.0000    0.0000
    0.0270    0.0270    0.0270    0.0270    0.0270    0.0270    0.0270    0.0000    0.0000    0.0000    0.0000    0.0000
    0.0400    0.0400    0.0400    0.0400    0.0400    0.0400    0.0400    0.0000    0.0000    0.0000    0.0000    0.0000


Where I should start to solve this problem? Is it from the solver or from the matrix configuration I made before?

Thank you.

ps: If anyone would try to solve this problem, I'm very glad to send you the code attached.
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