HELP with (LHS = 0, INFES = 1 ****) and Local Optimum

Problems with modeling
deepak.agrawal
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HELP with (LHS = 0, INFES = 1 ****) and Local Optimum

Postby deepak.agrawal » 1 week ago

Hi,

I have formulated a NLP problem where after solving I get following output.

Iter Phase Ninf Infeasibility RGmax NSB Step InItr MX OK
0 0 2.0000000000E+01 (Input point)

Pre-triangular equations: 15
Post-triangular equations: 36

1 0 0.0000000000E+00 (After pre-processing)
2 0 0.0000000000E+00 (After scaling)

** Feasible solution. Value of objective = 62.6329262813

Iter Phase Ninf Objective RGmax NSB Step InItr MX OK
4 3 6.2632926281E+01 0.0E+00 0

** Optimal solution. There are no superbasic variables.

--- Restarting execution
--- _gams_py_gjo0.gms(143) 2 Mb
--- Reading solution for model SP_loc_dep_0
--- Executing after solve: elapsed 0:00:06.836
--- _gams_py_gjo0.gms(141) 3 Mb
*** Status: Normal completion
--- Job _gams_py_gjo0.gms Stop 12/03/17 14:37:32 elapsed 0:00:06.838


I have couple of questions.

1. It seems like the process had a normal completion. But my problem is a convex problem, so I should
have a global optimum. However, the solver outputs Local Optimum.

2. In my equations I see following. Where P1S is in terms of exponential. Does this mean my constraints
are infeasible? I do not get any infeasiblity error in my output.

---- P1eqS =E=

P1eqS(1,1,1).. (1)*alphaS(1,1,1) + P1S(1,1,1) =E= 1 ; (LHS = 0, INFES = 1 ****)

P1eqS(1,2,1).. P1S(1,2,1) =E= 1 ; (LHS = 0, INFES = 1 ****)

P1eqS(2,1,1).. (1)*alphaS(2,1,1) + P1S(2,1,1) =E= 1 ; (LHS = 0, INFES = 1 ****)

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dirkse
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Re: HELP with (LHS = 0, INFES = 1 ****) and Local Optimum

Postby dirkse » 6 days ago

Deepak,

If you solve with a local solver, you get a local result, i.e. a result that satisfies local optimality conditions. The solver may not know your model is convex: in this case, it cannot say it is returning a global solution.

The equation listing you mention is created by GAMS/Base before the solver even starts working. It is a report based on the initial point, not the point returned by the solver.

-Steve

deepak.agrawal
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Re: HELP with (LHS = 0, INFES = 1 ****) and Local Optimum

Postby deepak.agrawal » 6 days ago

Thank you. I was worried that my solution was infeasible.


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