Search found 9 matches

by montanhe
6 years ago
Forum: Solvers
Topic: Number of solutions from Knitro multistart
Replies: 0
Views: 2516

Number of solutions from Knitro multistart

Dear all,

I'm working with a multistart method in Knitro which produces several feasible solutions after 100 starts. I'd like to
check all feasible solutions produced instead of the one returned in the lst file. Is there any option in Knitro or GAMS
to do it?

Kind regards,
Tiago
by montanhe
7 years ago
Forum: Modeling
Topic: condition to define a constraint
Replies: 4
Views: 7821

Re: condition to define a constraint

Dear all,

I fixed my problem using the dollar condition in addition to the ord function.

Kind regards,
Tiago
by montanhe
7 years ago
Forum: Modeling
Topic: condition to define a constraint
Replies: 4
Views: 7821

condition to define a constraint

Dear all, I have the following setting set i /1*10/ alias(i, j); equations myconstraint(i,j); myconstraint(i,j) .. function(i,j) =e= 0; and would like to define myconstraint(i,j) only if i, j = 1:10 when i <> j (for example when defining the distance between points i and j). What is the correct way ...
by montanhe
7 years ago
Forum: Solvers
Topic: Problems with the initial point
Replies: 4
Views: 6360

Re: Problems with the initial point

Thank you for your messages. This test takes only complete global optimization solvers into account. Therefore the starting point should not be so important since one reason to use a global optimization solvers in practice is the ignorance about good starting points. The sys12 option works fine for ...
by montanhe
7 years ago
Forum: Solvers
Topic: Problems with the initial point
Replies: 4
Views: 6360

Problems with the initial point

Dear all, I noticed that GAMS fails to start the optimization algorithm if the objective function or one of the constraints is not well defined at the origin. Take the attached example for illustration. It models min f(x) = x1 / x2 s.t x1 + x2 >= 3, x1 - 2*x2 >= -3, x2 - 2*x1 >= -3. This problem is ...
by montanhe
7 years ago
Forum: Solvers
Topic: Problem with the Model status with Antigone solver
Replies: 9
Views: 9214

Re: Problem with the Model status with Antigone solver

Dear all, Thank you all for your kind help. I found the problem and it is not related to the relative optimality criterion but with the absolute one. During the tests I'm running optca = 1e-6 instead of 0 (which is the default in GAMS). I realized this difference after the last Lutz's comment. Setti...
by montanhe
7 years ago
Forum: Solvers
Topic: Problem with the Model status with Antigone solver
Replies: 9
Views: 9214

Re: Problem with the Model status with Antigone solver

Hi Lutz, Thank you for your message. I changed optcr to 0 and the response is the same (Termination status from antigone is Global minimum while Gams Model status is locally optimal). Could you please tell me how Gams assigns the model status of a problem? Is it taken directly from the termination s...
by montanhe
7 years ago
Forum: Solvers
Topic: Problem with the Model status with Antigone solver
Replies: 9
Views: 9214

Re: Problem with the Model status with Antigone solver

Dear Renger, Please find attached the files again. PS: I also noticed the same type of problem when running BARON. In some problems(as in the attached one) Baron returns a normal completion status which, according to their documentation should be interpreted as the global solution, while GAMS claims...
by montanhe
7 years ago
Forum: Solvers
Topic: Problem with the Model status with Antigone solver
Replies: 9
Views: 9214

Problem with the Model status with Antigone solver

The computational optimization group of the University of Vienna is currently working on a comparison of global solvers for nonlinear programming (without integer variables), a kind of second edition of the comparison we did 10 years ago in Math. Programming B 103 (2005), 335-356. While we are doing...