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

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 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