CONOPT4 and MOSEK option files

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eda
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Re: CONOPT4 and MOSEK option files

Post by eda » 2 weeks ago

Thanks Michael.

Yesterday, I managed to backport the stuff in presolve that made the models solvable.
You can see the result below which are quite good. We plan to release a new version 10.0 shortly.

The problems are somewhat numerically challenging. I observed the model seems to contain

maximize something -t

t >= e^x

in your model where 0<= x <=20. e^20 is a huge number. If that upper bound on x is not redundant, then that is a bit fishy.

Latest v10 results:

Interior-point solution summary
Problem status : PRIMAL_AND_DUAL_FEASIBLE
Solution status : OPTIMAL
Primal. obj: 9.9750645079e+06 nrm: 2e+07 Viol. con: 6e-11 var: 0e+00 cones: 0e+00
Dual. obj: 9.9750645078e+06 nrm: 8e+04 Viol. con: 0e+00 var: 3e-06 cones: 0e+00

Optimizer summary
Optimizer - time: 0.03
Interior-point - iterations : 27 time: 0.03
Erling @ mosek.com

eda
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User
Posts: 10
Joined: 5 years ago
Location: Copenhagen
Contact:

Re: CONOPT4 and MOSEK option files

Post by eda » 2 weeks ago

Thanks Michael.

Yesterday, I managed to backport the stuff in presolve that made the models solvable.
You can see the result below which are quite good. We plan to release a new version 10.0 shortly.

Latest v10 results:

Interior-point solution summary
Problem status : PRIMAL_AND_DUAL_FEASIBLE
Solution status : OPTIMAL
Primal. obj: 9.9750645079e+06 nrm: 2e+07 Viol. con: 6e-11 var: 0e+00 cones: 0e+00
Dual. obj: 9.9750645078e+06 nrm: 8e+04 Viol. con: 0e+00 var: 3e-06 cones: 0e+00

Optimizer summary
Optimizer - time: 0.03
Interior-point - iterations : 27 time: 0.03
Erling @ mosek.com

eda
User
User
Posts: 10
Joined: 5 years ago
Location: Copenhagen
Contact:

Re: CONOPT4 and MOSEK option files

Post by eda » 1 week ago

We have released version 10.0.28 solve all 4 instances well.
Erling @ mosek.com

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