Quadratic objective is not positive semi-definite. (Gurobi Engine)

This message appears when you are solving a quadratic programming problem, and the Hessian of the quadratic objective is not strictly positive semi-definite. When this is true, the Gurobi Solver cannot find a solution because the problem is most likely nonconvex. The Gurobi Solver tries to add small perturbations to correct for small positive semi-definite violations. For your model, the required perturbations are larger than the required tolerance that is controlled by the ‘PSD Tolerance’ parameter.