How can I set the ncvx_qcqp_init parameter when using Xpress NonLinear with Knitro? This parameter is suggested by Knitro but does not appear in the Xpress controls documentation, and attempts to set

Hello everyone,

I’m working on a nonlinear and nonconvex model with Xpress NonLinear, which uses Knitro as the NL solver. During execution, Knitro returns the following message:

HINT: The problem appears to be a non-convex QP or QCQP.

It is advised to experiment with different initialization strategies via the user option ncvx_qcqp_init to try to improve performance or the solution quality.

I tried setting the ncvx_qcqp_init parameter, but it is not recognized and I get an invalid parameter error.

My question is:

How can this parameter be correctly set in Xpress, given that it is suggested by Knitro but does not appear in the Xpress controls documentation?

Thanks in advance for your help!