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Stuck in the final part of MINLP using BONMIN

Posted: Sat May 15, 2021 3:20 pm
by ShouyiHu
Hi,
I'm working on a MINLP problem using BONMIN but there is a question.
The output shows:
Image
the process, however, doesn't going further for one or two hours. I shortened the time in model and it goes very smoothly.
I'm wondering what's the reason and what should I do.Should I keep running it or change another solver or change my model.
Thank you
Shouyi Hu

Re: Stuck in the final part of MINLP using BONMIN

Posted: Sun May 16, 2021 6:44 am
by bussieck
Bonmin solves many subproblems. The "EXIT: Optimal Solution Found" is from a subproblem (solver IPOPT) and does not mean that your original problem has been solved. The default algorithm in Bonmin is branch-and-bound. Even if you hold an integer solution it might still take a long time to prove optimality of this solution. You should carefully inspect the "Solution summary" when your Bonmin run terminates and see what it says.

-Michael

Re: Stuck in the final part of MINLP using BONMIN

Posted: Sun May 16, 2021 7:08 am
by ShouyiHu
Dear Micheal,
Thank you for your reply.
There is a quadratic function in my model and I changed it into a linear one but the model is still a minlp. After the change it turns out to be ok.
I'm wondering why the square ones make the problem so hard. If it is not the problem, I should check my model again(つД`)
-Shouyi Hu

Re: Stuck in the final part of MINLP using BONMIN

Posted: Sun May 16, 2021 7:13 am
by bussieck
Perhaps it makes your discrete variables to take non-integral values in the relaxed optimal solution (something you don't have with the linear variant) and the B&B has to work much harder. Without the model it's just guessing.

-Michael