Help! How to speed up the convergence of MINLP problem?

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Archiver
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Help! How to speed up the convergence of MINLP problem?

Post by Archiver »


The problem size are listed as below.
After 15 hours, the upper bound and lower bound still remain unchanged. What can I do about this? Thanks a lot.
623 Variables
470 Continuous
153 Binary
1455 Equations
936 Linear
519 Nonconvex nonlinear
2881 Nonlinear Terms
2131 Bilinear/Quadratic
750 Signomial
6246 Possible Reformulation Linearization Technique (RLT) equations
120 RLT Equations Added Outright to Formulation

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Archiver
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Posts: 7876
Joined: 7 years ago

Re: Help! How to speed up the convergence of MINLP problem?

Post by Archiver »


hi,

First of all what solver are you using??
sorry for my basic answer i will give the tips i used to solve my big minlp problem with Baron solver, try to solve the relaxed problem with "RMINLP" statement, you can modifiy the value of "variable.up" and "variable.lo" to reduce the search space. You can also try to reduce the "reslim" and use an option file with option "compiis=1" to find if you have infeasible set of equation in your model (but normally solver should tell you that model is enfesaible).
Also note that solvers struggle a lot with large problem......

Regards
Abdel

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