Gurobi error 10020: Objective Q not PSD (diagonal adjustment of 1.4e-05 would be required)

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Erez Krimsky

2019年08月28日 04:00 編集済み

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I'm using the matlab interface and running into the following issue. I'm getting the following error on a mixed integer quadratic program with quadratic constraints "Gurobi error 10020: Objective Q not PSD (diagonal adjustment of 1.4e-05 would be required)" However I am certain that the objective matrix AND all he quadratic constraint matrices are all positive semidefinite. As a sanity check I compute all the eigenvalues for each and make sure that none of them have negative real values (the quadratic constraint matrices are all very sparse and each one only has a single positive value on one diagonal element). My current hacky fix is to increase the psdtol parameter but I would like to understand why the issue is happening. From the error message I cannot ascertain if its an issue in my objective Q or in one of my Qc matrices from the quadratic constraints.   I'll also add that this error appears to be somewhat stochastic. Ill run my program on the same batch of inputs multiple times and sometimes an input set works fine while other times it causes this error.

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  Simranjit Kaur

  • Gurobi Staff

  2024年12月06日 00:54

  This post is more than three 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 why not try our AI Gurobot?.
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  Tobias Achterberg

  • Gurobi Staff

  2019年09月03日 12:57

  This is weird. Are you saying that for the exact same input (same model data, same parameter settings) and the exact same hardware and operating system, you are seeing two runs where in one run it works while in the other it yields an error? This should not happen.

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  Erez Krimsky

  2019年09月24日 22:01

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  So some of the stochasticity was my fault (there was a random number generator seed which was supposed to be fixed but got overwritten). The psd issue still stands but increasing the psdtol seems to work. 

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