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How to solve a particular non-linear programming problem?

Question asked by pfdez@um.es on Mar 2, 2015
Latest reply on May 19, 2015 by zsoltcsizmadia@fico.com

Hello,

I am trying to solve a particular non-linear programming problem.

Both, objective function and constraints have expressions of type:

xi * yi

where xi, yi are two set of decision variables.

This problem is a QCQP (Quadratically Constrained Quadratic Programming) problem.

I have tried to solve this problem by using modules mmxprs+mmnl, but the following error is obtained:

 

899 Error: The quadratic objective is not convex

Please check model or use Xpress-SLP

So:

 

1. What have I to do to solve this problem?

2. What modules have to be used?

3. How to use Xpress-SLP?

 

Thanks in advance,

Pascual.

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