Forum Discussion
Is it possible to disable the implicit factor of 0.5 in the optimization objectives quadratic part?
Through trial and error, I figured out, that the XPress optimizer is using an implicit factor of 0.5 in the quadratic part of the optimization objective (which doesn't show up in the mps dumps btw.) ...
Dear Patrick,
This behaviour is documented at https://www.fico.com/fico-xpress-optimization/docs/latest/solver/optimizer/HTML/chapter10.html?scroll=subsection13
I believe this is consistent with how other solvers treat the quadratic extension of the MPS format.
Unfortunately, this cannot be changed.
Best,
Imre Polik
