ECG Solving with NLP Solver

Problems with syntax of GAMS
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ECG Solving with NLP Solver

Post by JJcoul09 » 2 months ago

Hello dear all,

I run my NLP for to solve the EGC model exter and I got this message:
optimal solution . Reduced gradient less than tolerance
Can any one help me interpret this? If it's a problem how to solve it?
attached part of the lst file:

**** SOLVER STATUS 1 Normal Completion
**** MODEL STATUS 2 Locally Optimal
**** OBJECTIVE VALUE 1000.0000

** Warning ** The variance of the derivatives in the initial
point is large (= 6.2 ). A better initial
point, a better scaling, or better bounds on the
variables will probably help the optimization.

** Optimal solution. Reduced gradient less than tolerance.


Posts: 273
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Re: ECG Solving with NLP Solver

Post by abhosekar » 2 months ago

From CONOPT documentation: ... N_MESSAGES
The solution is a locally optimal interior solution. The largest component of the reduced gradient is less than the tolerance rtredg with default value 1.e-7. The value of the objective function is very accurate while the values of the variables are less accurate due to a flat objective function in the interior of the feasible area.
This is not a problem.

However, the warning message tells me that you can improve either initial point, or scaling of your model and can potentially get better results.


- Atharv

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