I am trying to solve a quadratic optimization problem using CPLEX through JuMP. It is a continuous relaxation, hence all of my variables are continuous (with box constraints).
After dealing with convexity issues, I get the following error :
ERROR: CPLEX.CplexError(1017, "CPLEX Error 1017: Not available for mixed-integer problems.\n")
Since the error is thrown by CPLEX, I went through documentation and forums on the CPLEX side of things, until I found the following note (in the documentation for the Python API, granted).
Since the python user and I got the same error, this might be the same problem for both of us. How do I remedy this situation in JuMP ? I need the problem to be seen as a continuous optimization problem.
I can’t reproduce the error locally. Are you using the latest versions of JuMP & CPLEX?
[EDIT]: this is obtained with the master branch of CPLEX.jl
Version identifier: 184.108.40.206 | 2019-11-26 | 843d4de
Warning: global optimality target changes problem type to MIQP.
Found incumbent of value 0.000000 after 0.01 sec. (0.00 ticks)
Found incumbent of value -9.000000 after 0.01 sec. (0.00 ticks)
Tried aggregator 2 times.
MIQP Presolve added 0 rows and 3 columns.
Aggregator did 1 substitutions.
Reduced MIQP has 2 rows, 6 columns, and 7 nonzeros.
Reduced MIQP has 0 binaries, 0 generals, 0 SOSs, and 0 indicators.
Reduced MIQP objective Q matrix has 3 nonzeros.
Presolve time = 0.01 sec. (0.01 ticks)
MIP emphasis: balance optimality and feasibility.
MIP search method: dynamic search.
Parallel mode: deterministic, using up to 8 threads.
Root relaxation solution time = 0.01 sec. (0.03 ticks)
Node Left Objective IInf Best Integer Best Bound ItCnt Gap
0 0 -12.5250 0 -12.5250 14
* 0+ 0 -9.0000 -12.5250 39.17%
0 2 -12.5250 0 -9.0000 -12.5250 14 39.17%
Elapsed time = 0.05 sec. (0.17 ticks, tree = 0.02 MB, solutions = 2)
Root node processing (before b&c):
Real time = 0.05 sec. (0.16 ticks)
Parallel b&c, 8 threads:
Real time = 0.01 sec. (0.04 ticks)
Sync time (average) = 0.00 sec.
Wait time (average) = 0.00 sec.
Total (root+branch&cut) = 0.05 sec. (0.20 ticks)
With the latest tagged release, I obtain the same error, which is triggered when the MOI wrapper tries to query dual information from the problem.
I suggest you swtich to CPLEX#master for now. A new version should be tagged soon.