Objective function with Knitro
Posted: Thu Oct 10, 2019 4:13 pm
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,
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,