This message appears when you are solving a quadratic programming problem, and the quadratic objective function is not convex. You can turn off the built-in convexity checking algorithm for the Xpress Solver by setting the ‘Check Convexity’ parameter to False, and try again. With this change, since your problem is not convex, the Xpress Solver might not find an optimal solution at all since this is a difficult global optimization problem.
