• Gurobi Staff

Hi Leonard,

When solving quadratic problem, numerics are often key to a successful solution process.

In your case, having a very dense SOC constraint makes the problem even more prone to numerical trouble.

The coefficient range of your linear matrix is

Matrix range [1e-03, 1e+05]

It is recommended to keep this range below 6 orders of magnitude if possible, 4 is the actual way to go.

It is possible that your problem is on the edge of infeasibility, meaning that it is feasible but only within tolerances. This would explain the IIS behavior. You could test the following to try to improve the behavior: