I am having some trouble solving binary quadratic programs with JuMP and CPLEX. Here is some code that illustrates the problem:
import JuMP import CPLEX function bqp(Q, c) m = JuMP.Model(solver=CPLEX.CplexSolver()) @JuMP.variable(m, x[1:size(Q, 1)], Bin) @JuMP.objective(m, Min, dot(x, Q * x) + dot(c, x)) return JuMP.solve(m) end bqp(eye(2, 2), ones(2))
Running this produces the error, “CPLEX Error 1029: Not a MIQP or fixed MIQP.”. Am I doing something wrong? Is this an issue in JuMP or CPLEX? Any help would be much appreciated.