DICOPT: Stopped on NLP worsening

[Asadujjaman]

Hi,

I am solving a MINLP problem. The program runs. But after some iteration it shows the following message:
DICOPT: Stopped on NLP worsening
The search was stopped because the objective function of the NLP subproblems started to deteriorate.
How can I solve the problem?
I am using GAMS demo Version: 30.3.0 64 bit/MS Windows.
I have attached the program below. Please have a look.

Example_Problem.gms

(1.95 KiB) Downloaded 230 times

- Asadujjaman

[dirkse]

This message about worsening is not necessarily a problem to be solved, but rather something to understand. I cannot explain it better than the DICOPT docs:

https://www.gams.com/latest/docs/S_DICOPT.html

and search for worsening.

-Steve

[Asadujjaman]

Hi Steve,

Thanks for providing me the link of the DICOPT docs. I am planning to purchase the academic GAMS licence software. I am trying to solve both MINLP and MIQCP types of problem.
So, which solvers are at least required to solve the MINLP and MIQCP types of problem?
I am planning to purchase the GAMS Base Module with the GAMS/DICOPT and GAMS/CPLEX. Are these OK to solve the MINLP and MIQCP types of problem?

- Asadujjaman

[dirkse]

Asadujjaman,

For MIQCP you have many choices - too many to mention here. One factor to consider is whether the problem is convex or not. Some MIQCP solvers require a convex model. Any solver that can handle general MINLP models can in principle also handle MIQCP models but you shouldn't expect the more general MINLP solvers to perform equally well as MIQCP solvers.

You mentioned DICOPT and CPLEX. To solve MINLP with these you will also need an NLP solver. Again, we have many to choose from! Our Web site gives full information:

https://www.gams.com/products/buy-gams/

-Steve

[Asadujjaman]

Dear Steve,

Now, I am using the free time-limited evaluation license of CONOPT 4, CPLEX 12.10, DICOPT, MINOS and SNOPT solvers to solve my problems before purchasing the academic GAMS licence software. Moreover, I am using the GAMS Release: 30.3.0, MS Windows.
However, in solving the MINLP problem, still the DICOPT stopped on NLP worsening. I have tried all the solvers mentioned above. How can I solve the problem? Which solver will be able to solve the problem? Is there any problem in writing the code, although I think the code is OK!
Moreover, the program shows the best integer solution it finds. Manually I have calculated the objective function using the variables, but the manually calculated objective function value doesn't matches with the best integer solution shown by GAMS. Why is this problem?
Furthermore, the objective function contains exponential function. In case of exponential function contained objectives, will we get the optimal solution?
I have attached the problem below. I would be grateful if you kindly have a look on it.

Example.gms

(4.6 KiB) Downloaded 226 times

- Asadujjaman