MIQCP - matrix is not positive semi-definite
Posted: Thu Jan 17, 2019 1:36 pm
Dear GAMS-Community,
I am new for GAMS and trying to solve a non-linear problem (quadratic objective function and quadratic constraint), my code is attached. Running the code I receive the answer "Q matrix is not positive semi-definite (PSD)". If I do not integrate the quadratic constraint (ZahlBer) it works - but unfortunately I have no idea why.
I would be very happy for any advice!
Thank you in advance
WandaW
I am new for GAMS and trying to solve a non-linear problem (quadratic objective function and quadratic constraint), my code is attached. Running the code I receive the answer "Q matrix is not positive semi-definite (PSD)". If I do not integrate the quadratic constraint (ZahlBer) it works - but unfortunately I have no idea why.
I would be very happy for any advice!
Thank you in advance
WandaW