Diagnosing QP Infeasibility

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Diagnosis of an infeasible QP problem can be carried out by the conflict refiner. See Diagnosing Infeasibility by Refining Conflicts.

Just as our recommendation regarding numeric difficulties on LP models (see Numeric Difficulties) is for coefficients in the constraint matrix not to vary by more than about six orders of magnitude, for QP this recommendation expands to include the quadratic elements of the objective function coefficients as well. Fortunately, in most instances it is straightforward to scale your objective function, by multiplying or dividing all the coefficients (linear and quadratic) by a constant factor, which changes the unit of measurement for the objective but does not alter the meaning of the variables or the sense of the problem as a whole. If your objective function itself contains a wide variation of coefficient magnitudes, you may also want to consider scaling the individual columns to achieve a closer range.