I got one issue reporting "System Failure". My opt. problem has a mixed-integer quadratic objective function with linear constraints, and I defined it as an MIQCP problem. the report summary is as follows.
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S O L V E S U M M A R Y MODEL dualspregu OBJECTIVE subdualregu TYPE MIQCP DIRECTION MINIMIZE SOLVER CPLEX FROM LINE 666 **** SOLVER STATUS 13 System Failure **** MODEL STATUS 13 Error No Solution **** OBJECTIVE VALUE NA RESOURCE USAGE, LIMIT NA 100000000000000.000 ITERATION COUNT, LIMIT NA 2000000000 EVALUATION ERRORS NA 0 General nonlinearity detected in row subobjregu *** Could not load data from file: Detected 1 general nonlinear rows in model No solution returned
I found one sentence:
"QP models are a special case that can be reformulated to have a quadratic objective function and only linear constraints. Those are automatically reformulated from GAMS QCP models. "
Then I am quite confused why it didn't work. I also tried to term my problem as MIQP but it is not a solve keyword provided by GAMS.
Does anyone have idea for how to define a mixed-integer quadratic programming with linear constraints in GAMS? Thanks in advance.