How to maximize a quadratic Objective Function?

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Álvaro Altamirano

2024年06月01日 15:40

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Hello:

I'm trying to solve the example quadratic problem in MATLAB (qp.m), but maximizing instead of minimizing. For this, one obviously must set the upper boundaries of the problem (model.lb = [100 100 100], for instace). Nevertheless, gurobi is not capable of doing this becauseof the 10020 error: Objective Q not PSD (negative diagonal entry). Set NonConvex parameter to 2 to solve model. 

Is there a way to solve maximization

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  Simranjit Kaur

  • Gurobi Staff

  2026年11月13日 01:24

  This post is more than two years old. Some information may not be up to date. For current information, please check the Gurobi Documentation or Knowledge Base. If you need more help, please create a new post in the community forum, or try Gurobot, our chatbot interface offering instant, expert-level support.
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  Simranjit Kaur

  • Gurobi Staff

  2024年06月02日 23:05

  This error means that your quadratic objective function is not convex. To solve a model with a non-convex quadratic objective or constraints, please set the NonConvex parameter to 2. For more details, please refer to the article: ERROR 10020: Objective Q not PSD

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  Álvaro Altamirano

  2024年06月03日 23:20

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  This actually solves my question. And, indeed, I tried to solve the problem with the specified parameter set to 2, and it worked. I'll work on my objective function being non convex.

  Thank you very much! 

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