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
Dear Patrick,
Yes, as documented here
You can use a type N row to indicate on objective. This is also in the documentation:
NOTE: technically, there is one exception for the restriction on the row type being L or G. If the row is the first nonbinding row (type N) then the section is treated as a QMATRIX section instead. Please be aware, that this also means that the objective specific implied divider of 2 will be assumed (Q matrix has an implicit factors of 0.5 when included in the objective function, see the QMATRIX section). It's probably much better to use the QMATRIX or QUADOBJ sections to define quadratic objectives.
Your solution is using an objective transfer variable would also work.
Best,
Imre Polik

