Hi @Lawrence. The Message Window will likely show that your QCP model is non-convex. To solve non-convex QCP models with CPLEX you have to set the CPLEX option ‘Solution target’ to ‘Search for global optimum’.

Thank you Marcel,

I did but still giving error message. 

Warning: Model status 13: Error no solution, Solver status 9: Error: Setup failure.
Warning at line 1 in user-defined function section "MainExecution":
Model status 13: Error no solution, Solver status 9: Error: Setup failure.
CPLEX error: CPLEX cannot handle QCP models with quadratic equality constraints like 'Zero_Constraint(01)'
Warning: Model status 13: Error no solution, Solver status 9: Error: Setup failure.
Warning at line 1 in user-defined function section "MainExecution":
Model status 13: Error no solution, Solver status 9: Error: Setup failure.
CPLEX error: CPLEX cannot handle QCP models with quadratic equality constraints like 'Zero_Constraint(01)'
Warning: Model status 13: Error no solution, Solver status 9: Error: Setup failure.
Warning at line 1 in user-defined function section "MainExecution":
Model status 13: Error no solution, Solver status 9: Error: Setup failure.
 

Thank you. 

Sorry, my mistake. CPLEX cannot handle non-convex QCP models (but it can handle non-convex QP models, after setting the ‘Solution target’ option). A quadratic equality constraint makes the model non-convex.

The solver Gurobi can handle non-convex QCP models but running Gurobi in AIMMS is a bit more hassle because you have to request a Gurobi license from Gurobi Optimization (free for academics). Please note that to solve a non-convex QCP (or QP) you have to set the Gurobi option ‘Nonconvex strategy’ to ‘Translate’.

An alternative is Octeract, which is a global nonlinear solver. Octeract is available as part of the free AIMMS Academic License.