Solver didn't provide marginals for model fulfilment

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lixlz51
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Solver didn't provide marginals for model fulfilment

Post by lixlz51 » 1 week ago

Hi everyone,

I used BARON for my MINLP model (linear constraint but non linear objective function) and the solver report shows normal completion and solver did not provide marginals for model fulfilment. Does it mean the solution is not optimal? If so, how should I solve the problem? Thank you very much indeed!

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dirkse
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Re: Solver didn't provide marginals for model fulfilment

Post by dirkse » 1 week ago

Hello lixlz51,

Your post raised some questions. First, you don't say anything about yourself (name, affiliation, etc.) This forum isn't intended for anonymous usage.

Second, what do you mean by "model fulfillment"? What is it you would do with the marginal values (for a MINLP) that BARON might return?

-Steve

lixlz51
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Re: Solver didn't provide marginals for model fulfilment

Post by lixlz51 » 1 week ago

Hi Steve,

Thank you for pointing that out for me! I totally forgot to complete my profile. Basically, I have developed a MINLP model for online order fulfilment for my study. I wanted to check the marginal value to see the shadow price for sensitivity analysis. I used ANTIGONE and it gives marginal but the values are like 2000ish for the decision variables. I am not sure whether I compiled the model correctly now. The solver summary for ANTIGONE says:
Solver status: 1 Normal completion
Model status: 8 Integer solution

Termination status: Global minimum.

Does it mean it is global optimal? Thank you very much indeed!

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dirkse
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Re: Solver didn't provide marginals for model fulfilment

Post by dirkse » 1 week ago

The model status of 8 Integer Solution indicates that the solver has found an integer solution, but it is not making the stronger claim that it is the globally optimal solution. This is somewhat at odds with the message "Termination status: Global minimum." that you have in your note. Without seeing the log I could not say more about what ANTIGONE has claimed to find.

The question of whether marginals are returned and how to interpret them is orthogonal to the termination status question: whether the current integer-feasible point is a global optimum or not, the marginals would be computed and interpreted in the same way: the discrete vars are fixed at their current values and the resultant NLP marginals are returned.

HTH,

-Steve

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Re: Solver didn't provide marginals for model fulfilment

Post by lixlz51 » 2 days ago

Hi dirkse,

Thank you so much for the reply. I got a screenshot for the log. I have reduced the the number of stores from 8 to 3 to hopefully understand the mechanism better.
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