[Csdp] inequality-constraints vs. equality-constraints
angelika.wiegele at uni-klu.ac.at
angelika.wiegele at uni-klu.ac.at
Wed Jan 20 09:27:01 EST 2010
we use csdp within a branch-and-bound code for solving quadratic integer
programs and experienced the following problem:
if the sdp, for instance, includes the two constraints:
x_{1,3} + x_{3,3} \le a
x_{1,3} + x_{3,3} \ge a
then csdp terminates with error code 3. whereas when we formulate the
constraint as
x_{1,3} + x_{3,3} = a
instead, csdp has no problem and terminates successfully.
since constraints are not added at once, we would prefer to formulate them as
in the first version, i.e., an equality-constraint as two
inequality-constraints.
does somebody know, what the reason for this behaviour of csdp is?
and has anybody an idea how to overcome this problem without merging the
inequality- into equality-constraints?
best, angelika
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