Pinned topic feasOpt in the MATLAB API
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In the CPLEX MATLAB API it only seems possible to pass linear constraints to the feasOpt call. Is there any way of to pass quadratic constraints too? I think this capability is available in other APIs, but am keen to know whether this can be done in MATLAB. Thanks!
Updated on 2013-01-15T21:53:47Z at 2013-01-15T21:53:47Z by J2C0_Mark_Bloomfield
SystemAdmin 110000D4XK7929 Posts
Re: feasOpt in the MATLAB API2013-01-15T12:01:08ZThis is the accepted answer. This is the accepted answer.You are right. In the matlab API feasopt() can only be invoked for linear problems. Quadratic constraints are not supported here. I have filed a user wish that asks for this feature.
To get feasopt for quadratic constraints you would have to manually create the model that feasopt would otherwise create: Add additional variables to the quadratic constraints that make the constraints always feasible and penalize the variables if they are non-zero. Then minimize the penalty.