Objective function with Knitro

Problems with modeling
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athir.nouicer
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Objective function with Knitro

Post by athir.nouicer » 2 months ago

Dear Gams world community,

I have a problem with knitro solver.
I have an MPEC program, that gives a locally optimal solution. However, when I check the output file, the level of the objective function equation (in SolEQU) is different than the level of the obj variable defined by this equation, as follow:


LOWER LEVEL UPPER MARGINAL

---- EQU objDSO 38654.568 38654.568 38654.568 1.000


LOWER LEVEL UPPER MARGINAL

---- VAR objD -INF 37828.887 +INF


ObjD is defined in the objDSO equation as follow:


objDSO..

objD =e= sum((t),sum((i),-......

Anyone has had this problem before?

BG,

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dirkse
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Re: Objective function with Knitro

Post by dirkse » 1 month ago

Hello,

Why do you consider this to be a problem?

-Steve

athir.nouicer
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Re: Objective function with Knitro

Post by athir.nouicer » 1 month ago

Hello,
Because it should be zero, no?
As the sum of the two-sides variables in the equation.

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