Numeric Difficulties and Quadratic Constraints

ILOG CPLEX 11.0 User's Manual > Continuous Optimization > Solving Problems with Quadratic Constraints (QCP) > Numeric Difficulties and Quadratic Constraints

Numeric Difficulties and Quadratic Constraints

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A word of warning: numeric difficulties are likely to be more acute for QCP than for LP or QP. Symptoms include:

lack of convergence to an optimal solution;
violation of constraints.

Consequently, you will need to scale your variables carefully so that units of measure are roughly comparable among them.

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