I am receiving this error on CPLEX Optimization studio. The problem is a simple quadratic problem with one equality and two inequality constraints.
.mod code shown below (no .dat used):
/*********************************************
* OPL 12.10.0.0 Model
* Author: qdbra
* Creation Date: Sep 14, 2020 at 9:40:57 PM
*********************************************/
range R = 1..5;
range B= 6..10;
dvar float x[R];
dvar boolean y[B];
minimize
( x[1]^2 - 2*x[2]^2 + 3*x[3]^2 + 4*x[4]^2
- 5*x[5]^2 + 6*y[6]^2 + 7*y[7]^2 -
8*y[8]^2 + 9*y[9]^2 + 10*y[10]^2 +
8*x[1]*x[2] + 17*x[3]*y[8] - 20*y[6]*y[9]
+ 26*y[9]*y[10])/2 ;
subject to {
ct1:
x[1] + x[2] + x[3] + x[5] + y[6] + y[7] == 20;
ct2:
x[1] + x[4] + y[8] + y[9] + y[10] >= 1;
ct3:
x[2] - x[4] - y[6] + y[7] >= 0;
}
if you set the optimality target to 3 you ll get a result:
execute
{
cplex.optimalitytarget=3;
}
range R = 1..5;
range B= 6..10;
dvar float x[R];
dvar boolean y[B];
minimize
( x[1]^2 - 2*x[2]^2 + 3*x[3]^2 + 4*x[4]^2
- 5*x[5]^2 + 6*y[6]^2 + 7*y[7]^2 -
8*y[8]^2 + 9*y[9]^2 + 10*y[10]^2 +
8*x[1]*x[2] + 17*x[3]*y[8] - 20*y[6]*y[9]
+ 26*y[9]*y[10])/2 ;
subject to {
ct1:
x[1] + x[2] + x[3] + x[5] + y[6] + y[7] == 20;
ct2:
x[1] + x[4] + y[8] + y[9] + y[10] >= 1;
ct3:
x[2] - x[4] - y[6] + y[7] >= 0;
}
will give
x = [20
0 0 0 0];
y = [0 0 0 0 0];