Forum Discussion
FICO
3 years agoCommunity Manager
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.) ...
FICO
3 years agoCommunity Manager
I see. Yes, the display part in the .mps file may be one thing, however the implicit 0.5 is also applied, when setting the matrix coefficients through the API using XPRSprob::addQMatrix and this is not what my experience with other solvers like Gurobi and SCIP has been.
Also, it's not specifically mentioned, but if I interpret the example of the quadratic restriction correctly, the implicit 0.5 is not applied on the quadratic part of restrictions. So technically, I could circumnavigate this implicit 0.5 factor by setting up my quadratic objective using a quadratic constraint by introducing another variable for the objective value and maximize or minimize that one?

