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BARON may not give global optimum although the model status is "1 Optimal"

Posted: Fri May 18, 2018 7:14 am
by wutuhan
It seems that BARON may not give global optimum although the model status is "1 Optimal". Is it?

When I solve my MINLP model with BARON (to maximize), it gives an OBJECTIVE VALUE 85461884.9974 and the MODEL STATUS is 1 Optimal. But, if I fix some of the 0-1 variables at the values BARON gives and solve the same model with BARON again, the obtained OBJECTIVE VALUE changes to 85461884.5701 although the MODEL STATUS is still 1 Optimal. Why?

Re: BARON may not give global optimum although the model status is "1 Optimal"

Posted: Fri May 18, 2018 2:53 pm
by cladelpino
I would say that numerical error is a likely cause, given that:

( 85461884.9974 - 85461884.5701 ) / (85461884.9974 ) ~= 1 E-9 .

The solver tolerances may very well be higher than this value.