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Objective function with Knitro

Posted: Thu Oct 10, 2019 4:13 pm
by athir.nouicer
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,

Re: Objective function with Knitro

Posted: Fri Oct 11, 2019 2:24 pm
by dirkse
Hello,

Why do you consider this to be a problem?

-Steve

Re: Objective function with Knitro

Posted: Fri Oct 11, 2019 6:33 pm
by athir.nouicer
Hello,
Because it should be zero, no?
As the sum of the two-sides variables in the equation.