Solving a quadratic program inside a JuMP model solve

[odow]

the results are very similar

Does Gurobi prove infeasibility or does it crash with numeric error?

Provided that there is a feasible solution, you are likely hitting numerical error. This comment is relevant:

Ipopt infeasibility on travis-ci

This could be for any number of reasons. I don’t have any good way of troubleshooting this. You may want to try providing a starting solution using the start keyword in @variable. (See the docs Nonlinear Modeling — JuMP -- Julia for Mathematical Optimization 0.18 documentation) I would also try changing the tolerances in Ipopt. If you have any random inputs make sure you set the same seed. Your problem might also be poorly scaled. It looks like your objective value is on the order of…