# Questions tagged [numerical-issues]

For questions on problems that come from a finite representation of real numbers.

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### Poorly conditioned quadratic programming with "simple" linear constraints

I have many quadratic programming problems of the following form: $$\min_{x\in\mathbb{R}^n} { \tfrac{1}{2} {\lVert Cx-d \rVert}^2}$$ \textrm{s.t.}\ x_1\le 0,\ x_n\le 0,\ x_n\le a_1^\top x_{1:n-1},\ ...
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### Impact of soft constraints in MILP

I'm wondering about the impact of soft constraints, since no one mentioned that in Soft constraints and hard constraints. My team makes all the constraints soft in MILP, so that a feasible solution ...
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### Detect Numerical Instability with Large-scale optimization problems

We run large-scale optimization problems regularly. They have thousand of variables and tens of thousands of constraints. Those optimization problems often get numerically instable. In those cases, we ...
1 vote
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### Docplex Error: Model has non-convex objective

My objective function is $\frac{1}{2}w^{T}Vw - P^{T}w$ with $V$ a covariance matrix (hence semidefinite positive), $P$ a column vector and $w$ a vector of semi-continuous variables. Given that the ...
222 views

### Provide basic solution to CLP

I'm using Pyomo to formulate an LP with approx 500,000 constraints and 200,000 decision variables. The LP is solved using CLP. Some instances fail to return even a feasible solution after many ...
Often times I have this issue. For example, I need to have a non-negative coefficient, say $c_0$, in my optimization problem (otherwise the problem is not convex). Moreover, to obtain this $c_0$ I ...