Gurobi R positive semidefinite matrix

Xiaoyu Shan

2022年05月09日 18:22

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Hi, I am solving a quadratic integer programming problem with Gurobi 

min x'Qx

where Q = A'A, which mathematically should be positive semidefinite. In practice, however, sometimes gurobi R interface shows an error message saying that "Objective Q not PSD (diagonal adjustment of 2.3e+02 would be required)".

I understand that this is just a numerical problem. If I have Q = Q/230, then everything works fine. 

Although I'm able to solve the issue for this very Q by manually multiplying an adjustment coefficient, I have many other different Qs to work with. An adjustment coefficient of 230 works for this Q, but not others.

Any idea how I can figure out the adjustment coefficient for different Qs so that my adjusted Q could be always (numerically) positive semi-definite? Maybe it has something to do with the numerical tolerance of gurobi?

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  Simranjit Kaur

  • Gurobi Staff

  2025年11月16日 23:37

  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 try Gurobot, our chatbot interface offering instant, expert-level support.

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