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
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,