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当我运行下面的 MWE 代码时出现此错误。有谁知道如何解决这个问题？谢谢！

错误：错误 10020：Q 矩阵不是半正定 (PSD)。将 NonConvex 参数设置为 2 以求解模型。

MWE：

library(gurobi)
library(Matrix)

model <- list()

#optimization problem:
# max x + y
# s.t.
# -x + y <= 0
# x^2 - y^2 <= 10
# 0 <= x < = 20
# 0 <= y <= 20

model$obj <- c(1,1)
model$A <- matrix(c(-1,1), nrow=1, byrow=T) # for LHS of linear constraint: -x + y <= 0
model$rhs <- c(0) # for RHS of linear constraint: -x + y <= 0
model$ub[1] = 20 # x < = 20
model$ub[2] = 20 # y < = 20
model$sense <- c('<')

# non-convex quadratic constraint: x^2 - y^2 <= 10
qc1 <- list()
qc1$Qc <- spMatrix(2, 2, c(1, 2), c(1, 2), c(1.0, -1.0))
qc1$rhs <- 10

model$quadcon <- list(qc1)

#the QC constraint is a non-convex quadratic constraint, so set NonConvex = 2
model$params <- list(NonConvex=2)

gurobi_write(model,'quadtest.lp', env)

result <- gurobi(model)   # THIS IS WHERE I GET THE ERROR ABOVE

print(result$objval)
print(result$x)
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1 回答 1

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NM ...我看到我可以通过不将参数作为模型列表的一部分来解决此问题，而是将其作为 gurobi(,) 调用的输入运行，如下所示：

params <- list(NonConvex=2)
result <- gurobi(model, params)
于 2021-12-19T01:29:28.573 回答