SOC Constraint in cplexmiqcp

조회 수: 9 (최근 30일)
Nazanin Madani
Nazanin Madani 2019년 8월 12일
댓글: Nazanin Madani 2019년 8월 25일
Hi,
I am trying to solve a problem which has a second-order cone constraint as follow
The code that I have is:
Qij= cell(1,J);
for j=1:J
Q=zeros(I*J+3*J+J*K+1+I+J+I*J);
Q((j-1)*I+1:j*I,(j-1)*I+1:j*I)=diag(xinom);
Q(I*J+j,I*J+J+j)=-1;
Qij{j}=Q;
end
%l
l=[zeros(I*J+3*J+J*K+1+I,J);Gamma*eye(J);kron(eye(J),ones(I,1))];
%r
r=zeros(J,1);
The problem is with 'l', when it is zero, it works fine but when I put it as above it says that Q is not positive semi-definite.
Can anyone help me?
Thanks
  댓글 수: 4
Urmila Rajpurohith
Urmila Rajpurohith 2019년 8월 20일
Provide K value.
Nazanin Madani
Nazanin Madani 2019년 8월 20일
K=286

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답변 (1개)

Urmila Rajpurohith
Urmila Rajpurohith 2019년 8월 23일
You mentioned that your code is working fine for I=0 but when I tried with I=0, I got the error:
Unable to perform assignment because the size of the left side is 0-by-0 and the size of the right side is 10-by-10
for the line:
Q((j-1)*I+1:j*I,(j-1)*I+1:j*I)=diag(xinom);
When I is not equal to 0, the determination of positive definiteness depends on the values provided as input. Try manually checking whether the matrix you obtain is positive semi definite or not.
  댓글 수: 1
Nazanin Madani
Nazanin Madani 2019년 8월 25일
Hi, thank you for your reply. I was talking about
l=[zeros(I*J+3*J+J*K+1+I,J);Gamma*eye(J);kron(eye(J),ones(I,1))];
which indicates the small L in the SOC constraint, I should have been more clear.

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