[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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