Hello,

I want to solve the linear relaxation of a mixed integer second-order conic problem with CPLEX.

So, the model type is rmiqcp; for letting it solve with CPLEX regardless the non-convexity, i should set the solution target parameter to 3. So, this is what I did in the file cplex.opt.

But the value of the parameters seems not recognised.

These are the options and solve statements:

option rmiqcp=cplex;

garintmiqcp.optfile=1;

Solve garintmiqcp min obj using rmiqcp;

This is the log:

Cplex 12.6.1.0

Reading parameter(s) from “/home/claudio/CVTSPrun/GAMSCVTSP/cplex.opt”

*comment

tilim 3600

solutiontarget 3

threads 1

parallelmode 1

Finished reading from “/home/claudio/CVTSPrun/GAMSCVTSP/cplex.opt”

Reading data…

Starting Cplex…

Space for names approximately 0.01 Mb

Use option ‘names no’ to turn use of names off

CPLEX Error 5002: Q in ‘QCP_row_for_constraint1qcp(1)’ is not positive semi-definite.

Presolve time = 0.00 sec. (0.00 ticks)

QCP status(0):

Cplex Time: 0.00sec (det. 0.00 ticks)

*** CPLEX Error 5002: Q in %s is not positive semi-definite.

Try Cplex option SolutionTarget=3 to process non-convex models

— Restarting execution

— modGaroneIntCplex_1h.gms(216) 2 Mb

— Reading solution for model garintmiqcp

— modGaroneIntCplex_1h.gms(221) 3 Mb

— Putfile output /home/claudio/CVTSPrun/GAMSCVTSP/SD_11_1.out

*** Status: Normal completion

— Job modGaroneIntCplex_1h.gms Stop 05/21/15 12:26:44 elapsed 0:02:48.308

What is wrong here?

Claudio

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