I tried solving my model with xpress:

pip install xpress

And then in the model:

Solver = SolverFactory('xpress')
SolverResults = Solver.solve(myModel)

I get this error:

FICO Xpress Solver 64bit v8.5.6 Oct 17 2018
(c) Copyright Fair Isaac Corporation 1983-2017. All rights reserved
 Optimizer v33.01.09    [C:\xpressmp\bin\xprs.dll]
Reading Problem \tmp11lp1xyd.pyomo
Problem Statistics
       30975 (      0 spare) rows
        3073 (      0 spare) structural columns
      101189 (      0 spare) non-zero elements
        2304 quadratic elements in 240 quadratic constraints
Global Statistics
           0 entities        0 sets        0 set members
FICO Xpress v8.5.6, solve started 10:52:18, Jun 27, 2021
Minimizing QCQP \tmp11lp1xyd.pyomo
Original problem has:
     30975 rows         3073 cols       101189 elements
       240 qrows        2304 qrowelem
?900 Warning: The quadratic part of row 'c_u_x33568_' defines a nonconvex region. Please check your model or use Xpress-SLP
?422 Error: Solution is not available

Any suggestions? How can I use this “Xpress-SLP” in python with pyomo? Is it some different solver that I would need to install like?

pip install slpxpress
  • $\begingroup$ Pyomo does have a nice facility to connect with Neos server to use many different solvers either MILP, NLP, MINLP, etc. Would you try that? $\endgroup$
    – A.Omidi
    Jun 27 at 11:46
  • $\begingroup$ You are trying to solve a non-convex quadratic problem. You may want to check if it can be reformulated. If not, there are global solvers for this type of problems. Also, some local solvers can accept these types of problems, but they will not deliver global solutions. (Xpress SLP would be a local solver -- don't know how to use it from a Pyomo environment). Your problems looks large enough that things may get challenging. $\endgroup$ Jun 28 at 9:21

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