Search found 18 matches
- 5 years ago
- Forum: Modeling
- Topic: Cplex did not give optimal solution for MISOCP problem after removing a redudant constraint
- Replies: 7
- Views: 5637
Re: Cplex did not give optimal solution for MISOCP problem after removing a redudant constraint
Hi Indeed, it is not the optimal solution, although you have this in the listing: MIP Solution: -375.869834 (1430 iterations, 15 nodes) Best possible: -375.869834 Absolute gap: 0.000000 Relative gap: 0.000000 If I use couenne or bonmin (both are free and global solvers), I get the "correct&quo...
- 5 years ago
- Forum: Modeling
- Topic: Cplex did not give optimal solution for MISOCP problem after removing a redudant constraint
- Replies: 7
- Views: 5637
Re: Cplex did not give optimal solution for MISOCP problem after removing a redudant constraint
Hi Feifan How do you know that the solution is not optimal? Constraint 4 and 5 could have an impact on the choice of the variables. (It is hard to check without the Gams code). Cheers Renger Hi, Renger, I found out that if I fixed the decision variables as the values obtained without removing those...
- 5 years ago
- Forum: Modeling
- Topic: Cplex did not give optimal solution for MISOCP problem after removing a redudant constraint
- Replies: 7
- Views: 5637
Cplex did not give optimal solution for MISOCP problem after removing a redudant constraint
Hi, all, In my model, I have the following constraints: set n1=n2; Free variables: I(n1,n2), P(n1,n2), Q(n1,n2); Positve variables: V(n1); Binary variabels; y(n1,n2); cons1: V(n2)*I(n1,n2)=g=sqr(P(n1,n2))+sqr(Q(n1,n2)); cons2: -I_max*y(n1,n2)=l=I(n1,n2)=l=I_max*y(n1,n2); cons3: -V_min=l=V(n2)=l=Vmax...
- 5 years ago
- Forum: Modeling
- Topic: Cannot get optimal solution for a very simple model
- Replies: 1
- Views: 2362
Cannot get optimal solution for a very simple model
Hi, all, I write a simple QCP problem as follows, and I used different solvers to solve it. But, some of them, such as CONOPT, IPOPT, cannot get the optimal solution. Clearly, the optimal solution is x=1, the optimal objective value is -1. However, some solvers return x=0. Could someone help me solv...
- 5 years ago
- Forum: Solvers
- Topic: GAMS returns unknow QCP status(13): unknown
- Replies: 1
- Views: 3169
GAMS returns unknow QCP status(13): unknown
Hi, all, I used the GAMS/Gurobi solver to solve a QCP problem, and the solver got an optimal solution. But, GAMS returns unknow QCP status(13): unknown and no solution displays. What happened here? By the way, I also want to mention that GAMS/Gurobi solver and GAMS/Cplexd got different objective val...
- 5 years ago
- Forum: Solvers
- Topic: Cplex failed to solve a SOCP problme, but Cplexd could
- Replies: 5
- Views: 6746
Re: Cplex failed to solve a SOCP problme, but Cplexd could
GAMS/Cplex reformulates the quadratic constraint before giving it to to Cplex and Cplex can't recognize this constraint as SOCP anymore. e GAMS/CplexD does a much better job and gives the constraint "as-is" to Cplex. This a "well known" and annoying issue, see http://support.gam...
- 5 years ago
- Forum: Modeling
- Topic: Cone constraints are not convex in SOCP, but convex in MISOCP
- Replies: 0
- Views: 2149
Cone constraints are not convex in SOCP, but convex in MISOCP
Hi, all, I modeled a MISCOP problem with the following second-order cone constraints and this problem can be solved by CPLEX successfully. But, the weird thing is that when I fixed all integer variables as the values obtained, the CPLEX failed to solve the SCOP problem and said that these cone const...
- 5 years ago
- Forum: Solvers
- Topic: Cplex failed to solve a SOCP problme, but Cplexd could
- Replies: 5
- Views: 6746
Cplex failed to solve a SOCP problme, but Cplexd could
Hi, all, I modeled a MISCOP problem with the following second-order cone constraints and this problem can be solved by CPLEX successfully. But, the weird thing is that when I fixed all integer variables as the values obtained, the CPLEX failed to solve the SCOP problem and said that these cone const...