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Binaries with BONMIN Solver

Posted: Fri Mar 30, 2018 1:17 pm
by M.Walde
Hey Gams Experts,

I got a question about the BONMIN Solver. It's my first time working with this Solver and I don't know really much about it.
I've tried to find something in the manuel, but couldn't find or didn't understand the solution to my problem. I'm using BONMIN solver with default settings.

Is it possible to use binary or integer variables with it for minlp?

I'm right now trying to implement a equation, that sets the binary variable chg to 1,when m_rc_ts is greater then zero. For this I'm using the following equation:

e_chg(i) .. m_rc_ts(i) =l= m_rc_ts.up(i)*chg(i+1);

The equation works well, when I'm setting a chg to a variable with the bound 0 and 1. As soon as I set it to a binary variable, it's starting to go crazy and gives me no feasible solution anymore.

That's why I wanted to ask, if there is a restriction on binary variables with the BONMIN Solver. And if there is, I wanted to ask if you maybe know a workaround, which would do the same job.

Thanks for your help!

Cheers