Suggest users set `NonConvex = 2` for non-PSD quadratics

Answered

Oscar Dowson

• February 04, 2020 15:27
• Edited

Currently, non-convex quadratics throw "Q not PSD" if "NonConvex != 2".

Until the default value is set to 2, the error message should be modified to suggest users try setting "NonConvex=2".

For example: "Objective Q not PSD (negative diagonal entry). If you meant to solve a non-convex quadratic, set the NonConvex parameter to 2."

In the Julia interface (Gurobi.jl), we have a steady stream of users (e.g., https://github.com/JuliaOpt/Gurobi.jl/issues/285) who aren't aware that they need to set this parameter.

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• 

  Jaromił Najman

  Gurobi Staff

  • June 02, 2021 09:41

  This feature has been introduced with Gurobi v9.0.2.

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