Re: CONOPT4 and MOSEK option files
Posted: Thu Nov 17, 2022 9:37 am
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
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