[AMPL 2567] Problem witn Hessian

[zine00fex]

Wath's the meaning of this error message?

CPLEX 11.2.0: 30 diagonal QP coefficients of the wrong
sign:
Variable
Diagonal
_svar[30]
1
_svar[29]
1
_svar[28]
1
Diagonal QP Hessian has elements of the wrong sign.

I don't understand because my objectiv function is:


maximize compattezza: sum{i in PROF, j in GIORNI, l in CLASSI, k in
TURNIPOS} phi[i,j,l,k]*phi[i,j,l,k];

where phi is a binary variable, and so I think it is convex and
quadratic.

Thank you.


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[Paul A. Rubin]

The objective is indeed convex.  The problem is that you are
maximizing it.  CPLEX requires that you be minimizing a convex
function or maximizing a concave one.

/Paul


On Jun 3, 6:56 am, zine00fex <zine00...@...> wrote:

> Wath's the meaning of this error message?
>
> CPLEX 11.2.0: 30 diagonal QP coefficients of the wrong
> sign:
> Variable
> Diagonal
> _svar[30]
> 1
> _svar[29]
> 1
> _svar[28]
> 1
> Diagonal QP Hessian has elements of the wrong sign.
>
> I don't understand because my objectiv function is:
>
> maximize compattezza: sum{i in PROF, j in GIORNI, l in CLASSI, k in
> TURNIPOS} phi[i,j,l,k]*phi[i,j,l,k];
>
> where phi is a binary variable, and so I think it is convex and
> quadratic.
>
> Thank you.

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