I have a problem with CPLEX Optimization Studio. I want to solve the following quadratic constraint problem, but I get 'CPLEX Error 5002: 'qconstraint1' is not convex.->'. Inicially I thought it was because the optimalitytarget is not automatically set to 3, but even when I set that explicitly the error continues. An interesting fact is that the problem is solved normally in AMPL or MATLAB environment.
How can I solve this problem?
/*********************************************
* OPL 12.10.0.0 Model
* Author: johnm
* Creation Date: Oct 16, 2020 at 6:29:33 PM
*********************************************/
execute{
cplex.optimalitytarget=3;
}
range R=1..6;
dvar float x[R];
minimize x[1] + x[2] + x[3] + x[4] + x[5] + x[6];
subject to{
constraint1: x[1] + x[2] + x[5] == 8;
constraint2: x[3] + x[5] + x[6] == 10;
qconstraint1: -x[1]^2 + x[2]^2 + x[3]^2 <= 0;
qconstraint2: -x[4]^2 + x[5]^2 <= 0;
bound_x1: x[1] >= 0;
bound_x4: x[4] >= 0;
bound_x6: x[6] >= 0;
}
works fine