I am using CPLEX to solve a quadratic program with continuous variables. CPLEX supposedly solves the problem and outputs a message that states that an optimal solution has been found, but there is no basis. Also, there is no optimal solution outputted for the variables, as I presume from there being "no basis".

1) However, why does the output state that an optimal solution was found if there is no basis?

2) Did CPLEX really solve the problem to optimality since it stated that? If so, how can I recover the values for the variables?

Thank you.

asked 08 Apr '12, 21:08

jobu's gravatar image

accept rate: 0%

edited 09 Jul '12, 15:44

fbahr's gravatar image

fbahr ♦

  1. A QP is not guaranteed to have a basic optimal solution.
  2. AFAIK, CPLEX uses an interior-point algorithm for solving QPs, rather than a pivoting algorithm. Interior-point methods don't have a concept of basis.
  3. CPLEX has standard queries for the values of the variables. Those will contain the optimal values, if CPLEX indicates that it has the optimal solution.

answered 08 Apr '12, 22:27

Matthew%20Saltzman's gravatar image

Matthew Salt... ♦
accept rate: 17%

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Asked: 08 Apr '12, 21:08

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Last updated: 09 Jul '12, 15:44

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