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Hi Lei,

This error means that your quadratic objective function is not convex. In other words, the $$Q$$ matrix in your objective function $$x^\top Q x + c^\top x$$ is not positive semi-definite (PSD).

Gurobi 9.0 is able to solve problems with non-convex quadratic constraints and objectives. To enable this, set the NonConvex parameter to 2.

Also, note that you can iterate over multiple indices within a single quicksum() function. E.g.:

m = Model()x = m.addVars(5, 10, vtype=GRB.BINARY, name="x")m.addConstr(quicksum(x[i,j] for i in range(5) for j in range(10)) >= 1)

I hope this helps. Thanks!

Eli