Quadratic constrained convex problem
Posted: Thu Sep 14, 2017 10:27 am
Hello,
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.
Frantisek
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.
Frantisek
Code: Select all
FREE VARIABLES
OF objective function's value;
VARIABLE
x1 variable 1
x2 variable 2 ;
EQUATION
obj objective function
con constraint
bound_x1 non-negativity constraint for x1
bound_x2 non-negativity constraint for x2;
obj.. OF=e=1*x2+.01*power(x1,2);
con.. 0.01*x1+5*power(x2,2)=g=100;
bound_x1.. x1=g=0;
bound_x2.. x2=g=0;
MODEL nonlinear_problem /all/;
SOLVE nonlinear_problem USING QCP minimizing OF;