Purpose
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.
Synopsis
CHECKCONVEXITY
Further information
1. This function applies to linear and convex quadratic (including second order conic) problems only.
2. 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).
Related topics
© 2001-2024 Fair Isaac Corporation. All rights reserved. This documentation is the
property of Fair Isaac Corporation (“FICO”). Receipt or possession of this documentation does not
convey rights to disclose, reproduce, make derivative works, use, or allow others to use it except
solely for internal evaluation purposes to determine whether to purchase a license to the software
described in this documentation, or as otherwise set forth in a written software license agreement
between you and FICO (or a FICO affiliate). Use of this documentation and the software described in
it must conform strictly to the foregoing permitted uses, and no other use is permitted.
