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Setting NonConvex Parameter to 2 takes too much computation power

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  • Jaromił Najman
    Gurobi Staff Gurobi Staff

    Hi Murat,

    The Error "Constraint Q not PSD" means that your problem is nonconvex. If you expect your model to be convex in every iteration, then you should definitely double check the coefficients of your quadratic matrix and make sure that this matrix is PSD.

    Setting the NonConvex parameter to 2 makes Gurobi solve the problem even if it is a nonconvex one. Nonconvex problems are in general way harder than convex problems. Thus, it is not surprising that solving the nonconvex problem suddenly takes a lot more time than solving all the convex problems in the first 10 iterations.

    Best regards, 
    Jaromił

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