Friday, March 13, 2009

MSF QP problem

There is some issue with MS Solver Foundation’s QP. First I thought it was related to a reported problem about not reporting the constant term in objective values. But this must be something else:

qp1

gives:

qp2

The MSF people reported they know about the problem and it will be fixed for the next release. A workaround is to simplify the objective to obj->x*y-x-y+1. In that case the objective value is not reporting the constant term, but the levels of the variables x and y are correct. 

1 comment:

  1. Yep, this will be fixed for our release next month. It's also worth mentioning that this bug only happens when working through the Excel add-in or the C# API. There should be no problems programming against the solver object directly or reading from a QPS file.

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