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I have a quadratic problem which is diagonal only and all diagonal elements are positive

If I optimise (minimise) using default parameters it fails saying that it is unbounded.

However this is simply not possible.

I attach a link to the LP file below.

http://speedy.sh/Ug76K/quadratic-fail.lp

I am calling it from Python. I have used CPLEX extensively and this is the first major problem.

Dom
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  • clp and gurobi both give 4,722.48 as the optimal solution. There's likely something wrong with the code you are using to call cplex. – David Nehme Jul 14 '14 at 17:38
  • There was a bug in CPlex but I found a work around as described here https://www.ibm.com/developerworks/community/forums/html/topic?id=39012909-cf2b-479c-bf94-3a725ca9d9f4&ps=25 – Dom Jul 21 '14 at 06:57

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