As you see in the problem formulation, ILOG CPLEX assumes there is an initial factor, 1/2. For example, if the term 10xj2 appears in your problem, that is, if the actual coefficient of xj2 is 10, then you should enter the value 20.

You can enter data to define a QP by any of several different methods:

• You can define the problem entirely using LP format or MPS format. (Understanding File Formats, explains these formats in greater detail.) Briefly, the ILOG CPLEX LP format includes extensions to support quadratic objective information, and an MPS file must include a QMATRIX section to support quadratic data.

  • In the Interactive Optimizer, use the read command to read problems in from a formatted file, or use the enter command to enter problem data interactively.

  • For IloCplex, method importModel will seamlessly read a problem file containing QP into a Concert Technology model.

  • From the Callable Library, use the routine CPXreadcopyprob() to read and copy problem data from a formatted file.

• You can define the linear part of the problem by any of the entry methods described in Put Data in the Problem Object, and then enter the quadratic terms from an auxiliary QP file. The QP file format is documented in greater detail in the ILOG CPLEX Reference Manual.