I have been trying to solve an Binary Integer Program using AMPL/CPLEX
with the following objective functionminimize Total_Cost:
sum{i in flights,k in gates} In[i,k] * Pnty * (Y[i,k]-X[i,k])^2 + sum
{i in flights, k in gates} ct*FTG[i,k]*(Y[i,k]-X[i,k])where X[i,k] is the only decision variable.
I tried to solve it, but it gave me the following error:
CPLEX 11.2.0: 5 diagonal QP coefficients of the wrong
Variable Diagonal
_svar[8] -5
_svar[4] -2.5
_svar[3] -24.5
Diagonal QP Hessian has elements of the wrong sign.When I tried to solve the problem using Minos (trial version) solver
for miniature problem, it solves it but the integrality of some
variables are ignored.I am trying to linearize the above objective function and trying to
solve it through the CPLEX, but I am not successful yet. Can you
suggest for any solution or approach to solve it.
Assuming Y is a parameter and X is a binary variable (and all other identifiers are parameters), you can replace
(Y[i,k]-X[i,k])^2 = Y[i,k]-2*Y[i,k]*X[i,k]+X[i,k]^2 = Y[i,k]-2*Y[i,k]*X[i,k]+X[i,k]
which is linear in X. Note that x2=x when x is a binary variable.
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