I am solving a simple quadratric problem of the form
x* = argmin 0.5 x'Qx + x'q # x # s.t. l1 ≤ Ax ≤ u1
my code is as follows:
model = Model(HiGHS.Optimizer) @variable(model, x[1:n] >= 0) @objective(model, Min, 0.5*x'*Q*x+x'*q) @constraint(model, l1<=A*x<=u1) optimize!(model)
but it is giving me the error
nrecognized constraint building format. Tried to invoke `build_constraint(error, AffExpr, Float64, Float64)`, but no such method exists. This is due to specifying an unrecognized function, constraint set, and/or extra positional/keyword arguments.
Any help will be appreciated. Thank you