I am solving a model with baron through gams. I would like to retrieve the lower bound and the upper bound of the objective function obj.
There is a variable where the LB is saved: I image that obj.l return the upper bound.
Thanks in advance. Best regards,
Problems with syntax of GAMS
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Correct, obj.l or modelname.objval return the incumbent and hence an upper bound on the global optimum (for minimization problems). modelname.objest (see https://www.gams.com/latest/docs/UG_Mod ... rch=objest) give you the lower bound returned by Baron (and many other solvers that work with a global lower bound):
Code: Select all
option minlp=baron; solve spring using minlp minimizing volume; display spring.objest, spring.objval;