please, can you help me with my (probably very simple) problem? I wanted to solve a convex (quadratic) toy problem using the QCP solver. But, I realized that it doesn't work properly. In particular, it simply ignores the quadratic terms in the constraint (e.g. if I set the coefficient for x1 in the constraint to zero, there is no feasible solution).
Thank you very much for any help.
Code: Select all
OF objective function's value;
x1 variable 1
x2 variable 2 ;
obj objective function
bound_x1 non-negativity constraint for x1
bound_x2 non-negativity constraint for x2;
MODEL nonlinear_problem /all/;
SOLVE nonlinear_problem USING QCP minimizing OF;