Quadratic Programming Optimization Tool

Question

Dears,

I'm trying to manually setup a quadratic programming problem in the optimization tool. However, the tool always says that is not a quadratic problem, changes to glpk, and, at the end, says that "the solution is unbounded". Could anyone help?

Thanks

Optimizer Quadratic.yxzp

MichaelF · Accepted Answer

Hi @PedrodeOl

Quadratic programming with the optimization tool works best when specifying the model as matrices or specifying the model from a file, so you might need to rework your Objective function into matrix form.

In terms of the error "Solution is unbounded", this just means that it's basically positive infinity or negative infinity. An easy way to picture this is if my function is x^2 = 0 and my bounds/limit for x is between 0 and +inf, and I want to maximize the result, the result will be infinity. There will always be a value that will have a higher result since we didn't set a upper bound limit.

As another side note, if you want some guidelines as to how to set up a quadratic programming workflow, an example can be found here (with a link inside the workflow that has the problem description) - https://community.alteryx.com/t5/Alteryx-Designer-Discussions/Quadratic-Programming-with-the-Optimization-Tool/m-p/63700#M23073

Cheers,

Mike