RS01156: CPLEX CAN CRASH WITH A MIQCP WITH A QUADRATIC CONSTRAINT WITH AN ALL BINARY QUADRATIC EXPRESSION AND NO LINEAR TERM.

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APAR status

  • Closed as fixed if next.

Error description

  • With quadratic expressions containing only binary variables
    (either in the objective or constraints), CPLEX can make an
    indefinite Q matrix positive semi definite by adding a diagonal
    to the Q matrix and subtracting a linear expression of the
    binaries to compensate.   This can be done since the square of
    a binary equals the binary.   However, for quadratic
    constraints, if there is no linear term to start with,
    CPLEX can crash when doing this.  Problem occurs with all
    supported versions, including CPLEX 12.5.  Expect a fix
    in the first fixpack for 12.5, plus any fixpacks for earlier
    versions.   Meanwhile, turn of the presolve qpmakepsd to avoid
    the problem.   However, this means CPLEX requires the Q matrix
    to positive semi definite upon input.
    
    RTC-10846 created for this.
    
    This has been fixed in CPLEX 12.5, which is now available.
    

Local fix

  • Turn off the presolve qpmakepsd parameter.   If the user
    is relying on this feature to manage an indefinite Q matrix
    with all binaries, the user can perform the convexification
    himself.   This involves adding a suitably large diagonal
    to the Q matrix, and subtracting a linear term using the
    corresponding diagonal vector.   The simplest values for
    the diagonal vectors consist of using the absolute off diagonal
    terms of the rows or columns of Q, whichever is larger.
    
    Better: upgrade to CPLEX 12.5 or later, which fixes this.
    Initial claim that 12.5.0.0 does not fix this was incorrect;
    this was fixed in May of 2012.
    

Problem summary

  • Potential crash on models with quadratic constraints containing
    all binary variables and no linear terms.
    

Problem conclusion

Temporary fix

  • Upgrade to 12.5 or later.
    

Comments

APAR Information

  • APAR number

    RS01156

  • Reported component name

    ILOG CPLEX

  • Reported component ID

    5724Y4800

  • Reported release

    C40

  • Status

    CLOSED FIN

  • PE

    NoPE

  • HIPER

    NoHIPER

  • Special Attention

    NoSpecatt

  • Submitted date

    2012-11-07

  • Closed date

    2012-12-27

  • Last modified date

    2012-12-27

  • APAR is sysrouted FROM one or more of the following:

  • APAR is sysrouted TO one or more of the following:

Fix information

Applicable component levels

  • RC50 PSY

       UP



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Document information


More support for:

IBM ILOG CPLEX Optimization Studio

Software version:

C40

Reference #:

RS01156

Modified date:

2012-12-27

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