trying to read quadratic program in cplex, get err

问题:

I am trying to load a CPLEX LP file in to CPLEX using the "read" command. I believe that in this problem, I have a set of constraints that are quadratic. But, from what I understand CPLEX will still attempt to solve quadratic programming problems.

However, when I try to read it in, I get this error:

CPLEX Error  1437: Line 284: Illegal quadratic constraint sense.

Is there something special I need to do to read in a quadratic programming problem?

NOTE: I am able to load this LP file in to scip and solve it using: scip -f

回答1:

The quadratic constraints must be convex. You can only constrain a convex function from above or a concave function from below. Quadratic equality constraints are never convex. That's likely your problem.