MINLP solver
MINLP solver
Hello every body
I have a problem with gams.
I have written a program solving a minlp problem. but any solver could not solve it. Just DICOPT solves it but its solution is not integer or binary.
What can I do?
Moein Parastegari
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Re: MINLP solver
in DICOPT it is not necewssary to get Integer or binary solutions .
2010/3/29 Moein Parastegary
Hello every body
I have a problem with gams.
I have written a program solving a minlp problem. but any solver could not solve it. Just DICOPT solves it but its solution is not integer or binary.
What can I do?
Moein Parastegari
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Re: MINLP solver
Dear Hüseyin
Thanks so much
How I can solve my MINLP problem.
it is solved for small problems but it is not dolved for large ones.
Regards
Moein Parastegari
--- On Mon, 3/29/10, Hüseyin Demirkale wrote:
From: Hüseyin Demirkale
Subject: Re: MINLP solver
To: gamsworld@googlegroups.com
Date: Monday, March 29, 2010, 1:08 PM
in DICOPT it is not necewssary to get Integer or binary solutions .
2010/3/29 Moein Parastegary
Hello every body
I have a problem with gams.
I have written a program solving a minlp problem. but any solver could not solve it. Just DICOPT solves it but its solution is not integer or binary.
What can I do?
Moein Parastegari
--
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Re: MINLP solver
if u have memory problem . it is hard to solve big problems .
but u can try options of DICOPT . i can not rmember clearly but there can be option like workspace .
u need to do decomposition methods in YOUR MODEL. but this is a new advance topic for you .
2010/3/29 Moein Parastegary
Dear Hüseyin
Thanks so much
How I can solve my MINLP problem.
it is solved for small problems but it is not dolved for large ones.
Regards
Moein Parastegari
--- On Mon, 3/29/10, Hüseyin Demirkale wrote:
From: Hüseyin Demirkale
Subject: Re: MINLP solver
To: gamsworld@googlegroups.com
Date: Monday, March 29, 2010, 1:08 PM
in DICOPT it is not necewssary to get Integer or binary solutions .
2010/3/29 Moein Parastegary
Hello every body
I have a problem with gams.
I have written a program solving a minlp problem. but any solver could not solve it. Just DICOPT solves it but its solution is not integer or binary.
What can I do?
Moein Parastegari
--
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Re: MINLP solver
Hi Moein, if DICOPT doesn't return integer values on binary variables is because the feasibility part of the solver couldn't find a feasible solution, then the program returns the solution of the relaxed model (considering that the binary variables are continuous with bounds [0,1]. There are a lot of reasons for infeasibilities, but if your model is right, then you can try with several initial conditions, if this doesn't work may be you should try to reformulate your problem using slack variables (s1 and s2) like:
original problem:
min J(x,y)
st.
h(x,y)=e=0
g(x,y)=g=0
with
continuous Variable: x
binary variable: y
Reformulated one:
min J(x,z)+sum(i,w1(i)*s1(i))+sum(i,w2(i)*s2(i))
s.t.:
h(x,z)=e=0
g(x,z)=g=0
aditional constraint--> y(i)=z(i)+s1(i)-s2(i)
with
continuous Variable: x
binary variable: y
continuous variable: z in [0,1]
positive continuous variable: s1 and s2
parameters: w1(i), w2(i) --> weights
then if the problem is well formulated and scaled and there are not model missmatch, the solution of the reformulated problem must be the same of the original one, with the difference that in the reformulated one the binary variable only appears in one part of the model adding stability in the optimization, you can look in :
Szitkai, Z., Farkas, T., Lelkes, Z., Rev, E., Fonyo, Z., & Kravanja, Z. (2006). Fairly linear mixed integer nonlinear programming model for the synthesis of mass exchange networks. Industrial & Engineering Chemistry Research, 45, 236-244.
for the formulation.
If none of these steps works, maybe your problem is too big, then you might consider to use Lagrangean decomposition to split your original problem in different parts. If this is the case you can see this page:
http://egon.cheme.cmu.edu/ewocp/slides_seminars.html
and look for "Tutorial on Lagrangean Decomposition: Theory and Applications", there are a MP3 file with a lecture of Professor Ignacio Grossmann and its corresponding PDF file about this technique.
I think that in
http://cepac.cheme.cmu.edu/pasi2008/sli ... index.html
you can also find some examples of relaxation and desompositions of MINLP problems
Hope this helps
Best regards!!
2010/3/29 Moein Parastegary
Hello every body
I have a problem with gams.
I have written a program solving a minlp problem. but any solver could not solve it. Just DICOPT solves it but its solution is not integer or binary.
What can I do?
Moein Parastegari
--
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--
Daniel Andrés Navia López
Ingeniero Civil QuÃmico
Mg.Sc.Ciencias de la IngenierÃa, Mención IngenierÃa QuÃmica
Máster en Investigación en IngenierÃa de Procesos y Sistemas
626752875
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Re: MINLP solver
Dear Daniel
Hi
your guides are very helpful.
thank you very much.
regards
Moein Parastegari
--- On Mon, 3/29/10, daniel navia wrote:
From: daniel navia
Subject: Re: MINLP solver
To: gamsworld@googlegroups.com
Date: Monday, March 29, 2010, 2:59 PM
Hi Moein, if DICOPT doesn't return integer values on binary variables is because the feasibility part of the solver couldn't find a feasible solution, then the program returns the solution of the relaxed model (considering that the binary variables are continuous with bounds [0,1]. There are a lot of reasons for infeasibilities, but if your model is right, then you can try with several initial conditions, if this doesn't work may be you should try to reformulate your problem using slack variables (s1 and s2) like:
original problem:
min J(x,y)
st.
h(x,y)=e=0
g(x,y)=g=0
with
continuous Variable: x
binary variable: y
Reformulated one:
min J(x,z)+sum(i,w1(i)*s1(i))+sum(i,w2(i)*s2(i))
s.t.:
h(x,z)=e=0
g(x,z)=g=0
aditional constraint--> y(i)=z(i)+s1(i)-s2(i)
with
continuous Variable: x
binary variable: y
continuous variable: z in [0,1]
positive continuous variable: s1 and s2
parameters: w1(i), w2(i) --> weights
then if the problem is well formulated and scaled and there are not model missmatch, the solution of the reformulated problem must be the same of the original one, with the difference that in the reformulated one the binary variable only appears in one part of the model adding stability in the optimization, you can look in :
Szitkai, Z., Farkas, T., Lelkes, Z., Rev, E., Fonyo, Z., & Kravanja, Z. (2006). Fairly linear mixed integer nonlinear programming model for the synthesis of mass exchange networks. Industrial & Engineering Chemistry Research, 45, 236-244.
for the formulation.
If none of these steps works, maybe your problem is too big, then you might consider to use Lagrangean decomposition to split your original problem in different parts. If this is the case you can see this page:
http://egon.cheme.cmu.edu/ewocp/slides_seminars.html
and look for "Tutorial on Lagrangean Decomposition: Theory and Applications", there are a MP3 file with a lecture of Professor Ignacio Grossmann and its corresponding PDF file about this technique.
I think that in
http://cepac.cheme.cmu.edu/pasi2008/sli ... index.html
you can also find some examples of relaxation and desompositions of MINLP problems
Hope this helps
Best regards!!
2010/3/29 Moein Parastegary
Hello every body
I have a problem with gams.
I have written a program solving a minlp problem. but any solver could not solve it. Just DICOPT solves it but its solution is not integer or binary.
What can I do?
Moein Parastegari
--
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To unsubscribe from this group, send email to gamsworld+unsubscribe@googlegroups.com.
For more options, visit this group at http://groups.google.com/group/gamsworld?hl=en.
--
Daniel Andrés Navia López
Ingeniero Civil QuÃmico
Mg.Sc.Ciencias de la IngenierÃa, Mención IngenierÃa QuÃmica
Máster en Investigación en IngenierÃa de Procesos y Sistemas
626752875
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Re: MINLP solver
danieal,
is it possible to do langarian to NLP problems ?
2010/3/29 daniel navia
Hi Moein, if DICOPT doesn't return integer values on binary variables is because the feasibility part of the solver couldn't find a feasible solution, then the program returns the solution of the relaxed model (considering that the binary variables are continuous with bounds [0,1]. There are a lot of reasons for infeasibilities, but if your model is right, then you can try with several initial conditions, if this doesn't work may be you should try to reformulate your problem using slack variables (s1 and s2) like:
original problem:
min J(x,y)
st.
h(x,y)=e=0
g(x,y)=g=0
with
continuous Variable: x
binary variable: y
Reformulated one:
min J(x,z)+sum(i,w1(i)*s1(i))+sum(i,w2(i)*s2(i))
s.t.:
h(x,z)=e=0
g(x,z)=g=0
aditional constraint--> y(i)=z(i)+s1(i)-s2(i)
with
continuous Variable: x
binary variable: y
continuous variable: z in [0,1]
positive continuous variable: s1 and s2
parameters: w1(i), w2(i) --> weights
then if the problem is well formulated and scaled and there are not model missmatch, the solution of the reformulated problem must be the same of the original one, with the difference that in the reformulated one the binary variable only appears in one part of the model adding stability in the optimization, you can look in :
Szitkai, Z., Farkas, T., Lelkes, Z., Rev, E., Fonyo, Z., & Kravanja, Z. (2006). Fairly linear mixed integer nonlinear programming model for the synthesis of mass exchange networks. Industrial & Engineering Chemistry Research, 45, 236-244.
for the formulation.
If none of these steps works, maybe your problem is too big, then you might consider to use Lagrangean decomposition to split your original problem in different parts. If this is the case you can see this page:
http://egon.cheme.cmu.edu/ewocp/slides_seminars.html
and look for "Tutorial on Lagrangean Decomposition: Theory and Applications", there are a MP3 file with a lecture of Professor Ignacio Grossmann and its corresponding PDF file about this technique.
I think that in
http://cepac.cheme.cmu.edu/pasi2008/sli ... index.html
you can also find some examples of relaxation and desompositions of MINLP problems
Hope this helps
Best regards!!
2010/3/29 Moein Parastegary
Hello every body
I have a problem with gams.
I have written a program solving a minlp problem. but any solver could not solve it. Just DICOPT solves it but its solution is not integer or binary.
What can I do?
Moein Parastegari
--
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To unsubscribe from this group, send email to gamsworld+unsubscribe@googlegroups.com.
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--
Daniel Andrés Navia López
Ingeniero Civil QuÃmico
Mg.Sc.Ciencias de la IngenierÃa, Mención IngenierÃa QuÃmica
Máster en Investigación en IngenierÃa de Procesos y Sistemas
626752875
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Re: MINLP solver
I don't know that because I tried to use it some yars ago in a MINLP problem, the best that you can do is listen the MP3 file and note if there is any restriction on the linking variables for the decomposition (note that you need to split the problem and then minimize certain gap)...
best regards
2010/3/29 Hüseyin Demirkale
danieal,
is it possible to do langarian to NLP problems ?
2010/3/29 daniel navia
Hi Moein, if DICOPT doesn't return integer values on binary variables is because the feasibility part of the solver couldn't find a feasible solution, then the program returns the solution of the relaxed model (considering that the binary variables are continuous with bounds [0,1]. There are a lot of reasons for infeasibilities, but if your model is right, then you can try with several initial conditions, if this doesn't work may be you should try to reformulate your problem using slack variables (s1 and s2) like:
original problem:
min J(x,y)
st.
h(x,y)=e=0
g(x,y)=g=0
with
continuous Variable: x
binary variable: y
Reformulated one:
min J(x,z)+sum(i,w1(i)*s1(i))+sum(i,w2(i)*s2(i))
s.t.:
h(x,z)=e=0
g(x,z)=g=0
aditional constraint--> y(i)=z(i)+s1(i)-s2(i)
with
continuous Variable: x
binary variable: y
continuous variable: z in [0,1]
positive continuous variable: s1 and s2
parameters: w1(i), w2(i) --> weights
then if the problem is well formulated and scaled and there are not model missmatch, the solution of the reformulated problem must be the same of the original one, with the difference that in the reformulated one the binary variable only appears in one part of the model adding stability in the optimization, you can look in :
Szitkai, Z., Farkas, T., Lelkes, Z., Rev, E., Fonyo, Z., & Kravanja, Z. (2006). Fairly linear mixed integer nonlinear programming model for the synthesis of mass exchange networks. Industrial & Engineering Chemistry Research, 45, 236-244.
for the formulation.
If none of these steps works, maybe your problem is too big, then you might consider to use Lagrangean decomposition to split your original problem in different parts. If this is the case you can see this page:
http://egon.cheme.cmu.edu/ewocp/slides_seminars.html
and look for "Tutorial on Lagrangean Decomposition: Theory and Applications", there are a MP3 file with a lecture of Professor Ignacio Grossmann and its corresponding PDF file about this technique.
I think that in
http://cepac.cheme.cmu.edu/pasi2008/sli ... index.html
you can also find some examples of relaxation and desompositions of MINLP problems
Hope this helps
Best regards!!
2010/3/29 Moein Parastegary
Hello every body
I have a problem with gams.
I have written a program solving a minlp problem. but any solver could not solve it. Just DICOPT solves it but its solution is not integer or binary.
What can I do?
Moein Parastegari
--
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Daniel Andrés Navia López
Ingeniero Civil QuÃmico
Mg.Sc.Ciencias de la IngenierÃa, Mención IngenierÃa QuÃmica
Máster en Investigación en IngenierÃa de Procesos y Sistemas
626752875
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Daniel Andrés Navia López
Ingeniero Civil QuÃmico
Mg.Sc.Ciencias de la IngenierÃa, Mención IngenierÃa QuÃmica
Máster en Investigación en IngenierÃa de Procesos y Sistemas
626752875
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Re: MINLP solver
Hi,
From my brief experience, try dicopt. Try to start with multiple initialization.
Thank you very much and have a pleasant day.
Kind regards,
Ismail Fahmi
+1-918-812-1280
On Jan 24, 2016, at 15:05, Sara Amr wrote:
> HI,
>
> I have a mixed integer problem in which the objective function and all the constraints are linear but for one, it looks like this:
>
> outer1.. v =e= - mu*100 - minbiomass*biomass + sum(j, alpha1(j)*basemax(j) - beta1(j)*basemin(j) + alpha_1R(j) *(u_dash(j)*basemax(j) + (1 - x(j)) * basemax(j))+ alpha1_LUp(j) * 10 * x(j) - beta1_LUp(j) * (uF(j) - 10* (1 - x(j))) + alpha2_LUp(j) * uF(j) );
>
> where the parameters are only basemin and basemax and x is a binary variable.
> I was wondering which solver should i use to solve this type of problem?
>
> Thanks.
>
>
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