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retrieve the lower bound

Posted: Mon Apr 29, 2019 3:32 pm
by Luca
Dear all,

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,

Re: retrieve the lower bound

Posted: Tue Apr 30, 2019 7:07 am
by bussieck
Correct, obj.l or modelname.objval return the incumbent and hence an upper bound on the global optimum (for minimization problems). modelname.objest (see ... 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;