Checks if the loaded problem is convex. Applies to quadratic, mixed integer quadratic and quadratically constrained problems. Checking convexity takes some time, thus for problems that are known to be convex it might be reasonable to switch the checking off. Returns an error if the problem is not convex.

This console function checks the positive semi-definiteness of all quadratic matrices in the problem. Note, that when optimizing a problem, for quadratic programming and mixed integer quadratic problems, the checking of the objective function is performed after presolve, thus it is possible that an otherwise indefinite quadratic matrix will be found positive semi-definite (the indefinite part might have been fixed and dropped by presolve).

XPRSlpoptimize ( LPOPTIMIZE), XPRSmipoptimize ( MIPOPTIMIZE), IFCHECKCONVEXITY, EIGENVALUETOL.